The files listed here are all ZIP files, which contain a REG (Registry) file. Download the ZIP and open it. Extract the REG file to your hard disk and double click it. Answer yes to the import prompt. REG files can be viewed in Notepad. Each of the REG files contains the default settings for the file extension indicated.

NOTE: If your EXE file associations are corrupted, it can be difficult to open REGEDIT, or to even import REG files. To work around this, press CTRL-ALT-DEL and open Task Manager. Once there, click File, then hold down the CTRL key and click New Task (Run). This will open a Command Prompt window. Enter REGEDIT.EXE and press Enter.
Thanks to Nigel Andrews for this tip.

The BAT file (zipped) that will restore all of the “default” associations that XP ships with can be downloaded here or from the author’s page here.