I've learned all this solutions and found 2 effective for my situation ways:
1.
http://newsgroup.xnview.com/viewtopic.php?t=19277;
2. setting up "use as default application" in "open with..." Windows dialog (don't like to use this variant: sometimes the are some problems with file icons);
I used the 2nd for "jpg". Comparing registry backups before this operation and after it showed the reason of this strange behavior of Windows. So, there is the 3rd solution:
3. renaming containers "HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.bmp\UserChoice", "...\.jpg\UserChoice" and so on in registry (e.g. "UserChoice_").
I've never selected "WindowsLive PhotoGallery" as a default application for this image types (as it was written in registry: Progid="WindowsLive.PhotoGallery.bmp.14.0"). Another formats (e.g. "cr2") don't have such containers inside "HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.format_extension". So, I think that it is a normal way.
I've used the 3rd variant for another popular formats. It helped me. May be XnView file association manager (the 1st variant) does it automatically. I don't try it, because prefer not to use programs when I don't know what they are doing.
Thanks for help!