Go to your start menu and choose run (or press the windows key and the 'R' key together).
Type 'regedit' and press Enter.
In the left panel, select HKEY_LOCAL_MACHINE. Some further folders appear in the tree below.
Select SOFTWARE. Some further folders appear in the tree below.
Select CLASSES. Some further folders appear in the tree below. These will all be file extensions (e.g: .txt, .mp3, .dll

).
Right-click on .dll and choose delete. This will prevent it from opening in notepad and, should you double-click it again, the trusty "Open With" dialog box will pop up once more.
****** WARNING ******
blah blah make backups of your registry before making any changes blah blah don't do anything stupid blah blah blah
****** WARNING ******