It is possible.

It is done by adding registry entries for the appropriate file class. For example the following registry entries

HKEY_CLASSES_ROOT
    .xyzzy
        (Default) = Colossal.1
    Colossal.1
        (Default) = Map Builder
        Shell
            (Default) = Plugh
            open
                command
                    (Default) = c:/Perl/bin/wperl.exe c:/MapDir/EditMa
+p.pl /o "%1"
            Plugh
                (Default) = &Plugh
                command
                    (Default) = c:/Perl/bin/wperl.exe c:/MapDir/EditMa
+p.pl /p "%1"
[download]

would associate the file extension .xyzzy with a default Plugh action and also register an open action. Both actions would invoke the EditMap.pl script to do whatever it is that EditMap.pl does.

Win32::TieRegistry may be useful in editing the registry. Note that I haven't tested any of this and that random poking around in the Windows registry may have unfortunate results.