This happened with me some days ago when, I decided to open all the .php files with a third party program called Notepad++ I downloaded and installed on windows 8 but when I tried to set Notepad++ as a default programs, it was not even available under programs to select.
In order to choose a default programs, you need to right click on the file type and then go to Open With >> Choose default program and then select the app but if you program is older as not certified as a program in windows 8, it will not appear over there.
In such cases you will need to select the option which says look for another app on pc.
Now, once you select this option it will open program files, now the problem arises when you can see the app installed or cant locate the executable of program in windows then you should look for the shortcut of the program which in my case was desktop shortcut of the app.
So, in case you cant find the executable for the program then you should search for the desktop shortcut which will in turn point to the executable. Read more windows 8 tips