That would greatly depend on your version of Windows as it is Windows that
controls this and not Outlook; Outlook just follows your configured defaults
in Windows.
What would work on any file is to save it to your Desktop first, and then
hold SHIFT while right clicking the file. From the Open With list select
Choose Program and select the program you want to open it with. Make sure
that you also select the option to use this program as the default for now
for this file type. The next time you open such a file type, it should open
directly with that program.
For more details ask in a newsgroup that covers your Windows version.