Windows recognizes a file's format by its extension, the letters after the full stop in the filename (in other words, doc in the name War and Peace.doc). And you can change what program launches when you double click a file with that particular extension.

It's really quite simple. Right click a file of the appropriate type (.pdf for example) and select Open With, then Choose Program (or Choose Default Program, depending on your version of Windows). In the resulting dialog box, select your preferred program (such as FoxIt), check Always use the selected program to open this kind of file, and click OK.

One variation: If Windows is only aware of one program for that file type, the "Open with" option won't give you a submenu (it also won't have a capitalized W). Just click Open with and you'll get the dialog box.