What is the easiest way to permanently change association (program which opens etc.) for several file extensions at once?

What I mean?

Let's say you used TextEditorUncool up until now to open txt, dat, bat and abc files. Now you got TextEditorReallyCool and you wish if there was an application which on the left had a name of the program, and on the right a list of file extensions associated with it (which it, let's say, opens).

Is there such a thing?

Usually programs change this thing during installation (some even ask before), but in the case of portable programs one usually has to do it by hand, and for editors which open a gazillion of different file extensions, it gets tiresome really fast.

All ideas welcomed !