How to setup a default application for a file(like word with Microsoft word)

How to setup a default application for a file a particular file type?
text files with gedit or nedit
pdf files with acroread or xpdf
xml files with gedit or nedit

For example

I want all "xml" file types to openwith gedit (text editor).


Right click the file and select "Open with" "other application" you will get window like this (shown below). If you want to choose different editor choose the file types available.


Select the file type you want. I have selected gedit (text editor)


Now i can open all the "xml"(any application) files with gedit text editor