Change Default File Association
When a file is opened, the default program used to open the file (also called the file association or handler) is checked. File association selections are stored in the Windows Registry and can be edited by users, administrators, or programs that have Registry access   or by administrators using the built-in assoc utility.  Applications can modify the file association for a given file extension to call an arbitrary program when a file with the given extension is opened.
System file associations are listed under
HKEY_CLASSES_ROOT.[extension], for example
HKEY_CLASSES_ROOT.txt. The entries point to a handler for that extension located at
HKEY_CLASSES_ROOT[handler]. The various commands are then listed as subkeys underneath the shell key at
HKEY_CLASSES_ROOT[handler]\shell[action]\command. For example:
The values of the keys listed are commands that are executed when the handler opens the file extension. Adversaries can modify these values to continually execute arbitrary commands. 
This type of attack technique cannot be easily mitigated with preventive controls since it is based on the abuse of system features.
Collect and analyze changes to Registry keys that associate file extensions to default applications for execution and correlate with unknown process launch activity or unusual file types for that process.
User file association preferences are stored under
[HKEY_CURRENT_USER]\Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts and override associations configured under
[HKEY_CLASSES_ROOT]. Changes to a user's preference will occur under this entry's subkeys.
Also look for abnormal process call trees for execution of other commands that could relate to Discovery actions or other techniques.