In the "File types" section in Preferences window (CTRL+P) check the option "Register extensions at player start".
This should associates the desired extensions to BSplayer whenever you start BSplayer. If you reinstall BSplayer, maybe overwrite the BSplayer.USER_NAME.xml file (which is present in the BSplayer installation directory) with the one you backed up before uninstalling it (in that file are saved the extensions associated to BSplayer).
The main extensions for video files are:
MPG
MPEG
AVI
M2V
ASF
ASX
WMV
DIVX
MKV
OGM
3GP
3GPP
RM
RAM
...
Bye