If you open an image from Windows using the "Open with . . ." option, and you tell Windows to use paint.net, it has a checkbox that says "Always use the selected program to open this type of file". If you don't unselect that checkbox, Windows will change the file association.
If you're having the problem with only one file type, that's probably what you did. From the Windows Start menu, click Help & Support, and type "file types" in the Search box. Depending on your version of Windows, you should find an option "Change the program that opens a type of file", which will show you how to change it back.