At the top of the Maple 12 worksheet is a toolbar. The third from the right is labelled Tools. Clicking on it will yield a menu, from which you select Options...
Clicking on Options will present you with several tabs:
To associate files with Maple 12 in xp, go to Start > Programs > Maple 12 > Tools > Worksheet File Association Selector and select the radio buttons for Maple 12 for both MW and MWS File Associations. Click OK.