The latest update of Ndless v3.1 has been enhanced with file association support! You now can open files with extensions directly from the OS document browser: This will run the corresponding program if it has been declared in the configuration file ndless.cfg.tns. More details are available in the user guide.
The NESpire emulator, nDoom and the nPlayer video player have already been updated by their authors to support .nes, .wad and .nvid files association. Update to Ndless v3.1 beta r538 or higher to try them. Updating Ndless is not really different than an initial installation, follow the update steps in the user guide.
Developers, Hackspire gives you more information on how to implement this in your own programs.
(credits to critor for the nDoom demo)