[hb860]

С выбором компонентов почитайте это.
Регистрация ассоциаций:

Код:

!macro RegisterExtension extenstion 
  WriteRegStr HKCR ".${extenstion}" "" "Winamp.File"
    
  WriteRegStr HKCR "Winamp.File" "" "Winamp Media File"
  WriteRegStr HKCR "Winamp.File\DefaultIcon" "" "$INSTDIR\winamp.exe,1"
  WriteRegStr HKLM "Winamp.File\shell" "" "Play"
  WriteRegStr HKLM "Winamp.File\shell\Play" "" "&Play in Winamp"
  WriteRegStr HKCR "Winamp.File\shell\Play\command" "" "$\"$INSTDIR\winamp.exe$\" $\"%1$\""
  WriteRegStr HKCR "Winamp.File\shell\open\command" "" "$\"$INSTDIR\winamp.exe$\" $\"%1$\""  
  WriteRegStr HKLM "Winamp.File\shell\ListBookmark" "" "Add to Winamp's &Bookmark list"
  WriteRegStr HKLM "Winamp.File\shell\ListBookmark\command" "" "$\"$INSTDIR\winamp.exe$\"/BOOKMARK $\"%1$\""
  WriteRegStr HKLM "Winamp.File\shell\Enqueue" "" "&Enqueue in Winamp"
  WriteRegStr HKLM "Winamp.File\shell\Enqueue\command" "" "$\"$INSTDIR\winamp.exe$\"/ADD $\"%1$\""
!macroend


Section "Программа" SEC01
...
		!insertmacro RegisterExtension MP3
		!insertmacro RegisterExtension MP2
		!insertmacro RegisterExtension MP1
		!insertmacro RegisterExtension OGG
		!insertmacro RegisterExtension WAV
...
SectionEnd