(rightclick >) Options > Preferences > General > [File types]
Click "Select..." > Select audio types
Now the list of "Associated extentions" for audio will be shown.
Now
deselect (uncheck) all checkboxes for those audiofiles which you don't want to be handled by BS.Player.
Click (Close).
That ought to do the trick.
If not: like
adicoto already mentioned: then your problem is probably related to (unsufficient user rights under) your OS (Vista / XP / Win7?).