If you studied the structure of the system registry in relation to the registered file types of already registered types, you could easily figured out how they a registered; this is not too hard. This is just one of the places where you can find some relevant VB.NET code:
File Association in VB.NET
On CodeProject along, you could find more:
And, as Richard MacCutchan correctly pointed out (please see his comment to the question), you cannot prevent any other applications from handling the files named according to the naming schema you want to use. Moreover, doing so would be dangerous.
I also forgot to mention that registration of the file associations is more adequate for setup projects. This is one of the cases where you really need setup (MSI). Here is why: you need a clear way of removing your application; and the only clear approach is when you uninstall your application and remove all the associations you created for it; otherwise you would badly contaminate the registry.