In my case, I want to change the default application to open my PDF file with Adobe Reader 9 instead of Evince Document Viewer (default from clean Ubuntu installer).
First, open the folder where your file (my PDF file) is reside. Then, right click on the file. And then select the "Properties" menu.
A new window will pop-up, and you need to select the "Open with" tab.
Then select the application you want to open the file by default of double click it.
