How do I set the default application to open a single file on Windows 7 and 8?

How do I set the default application to open a single file on Windows 7
and 8?

I have a GUI application called my_app.py, and when I double-click it I
want to launch the application. That is to say, I want to open my_app.py
with python.exe. However, for all other Python files, when I double-click
them I want to open them with a text editor, something like Notepad++.
Here is what I tried:
Right-click my_app.py
Click "Properties"
In the "General" tab, under "Opens with", click "Change"
There is a checkbox labeled "Always use the selected program to open this
kind of file". Perfect, I just need to uncheck this box! Unfortunately,
the box is grayed out and checked, I cannot uncheck it.
How do I uncheck this box? Why is it grayed out? I don't want to always
use that program, I just want to use that program for just for one file,
but I cannot uncheck the box.
Thank you.