File Extensions Association
On OS/2 and eComStation you can also (like other OSes) associate a file extension to an specific application to open that file.
Alternative 1
Let's suppose we have this program called "PMDLL.EXE" and we want all *.DLL files associated to this program, so when you double click a DLL file you will open it.
One alternative is to grab the "PMDLL.EXE" and do a right-click on it and select "Properties". On the properties you can select "Association" tab and associate PMDLL.EXE with a "File Type" listed there.