Actually it is not my answer, I have just googled it:
- Open regedit (Win+R, type “regedit”, select OK).
- Navigate to
HKEY_CLASSES_ROOT\Applications\sublime_text.exe\shell\open\command - Verify that the path is accurate, correct it if it is not. Exit regedit.
- Open task manager via Ctrl+Alt+Del (or Ctrl+Shift+Esc for later versions of Windows), kill explorer.exe, go to run (Win+R) and type “explorer.exe” (or skip this step and simply reboot).
- Now attempt the same thing, right click a text file, open with, navigate to sublime, and it should now appear in the list of available applications.
For me that value pointed to the Desktop where portable version previously was placed. Thus it just didn’t work.
P.S. And for me the reboot or logout were not necessary (WinXP).