How to change .exe file association back to application.

what exactly do you mean? did you change the winword.exe to something else?

No,

I have clicked on the "Change" button on the properties of the exe that generated by VB. Then clicked on Wordpad.

Then all the exe files icon is changed to worpad icon and none of the exe is opening.

Right Click the File, choose open > with > select the program and choose "Always use this program for this type of file"

You can download the registry fix here: http://www.dougknox.com/xp/file_assoc.htm

Open explorer,
click Tools at the top menu and then folder optioins
Click the File types TAB
Under Registered file types look for  the EXE extension.  
Delete the EXE extension.  It should not be associated to anything.
Click Apply

Should be fixed.

Open the registry editor by selecting start->run, type regedit and press enter.
Note - Editing the registry is dangerous if you don't know what you're doing. Try to keep with the instructions as directed. If in doubt ask a professional technician for help.
Navigate your way to -
HKEY_CLASSES_ROOT\exefile\shell\open\command
Change the default value to: "%1" %*
(WITH THE QUOTES)
Press OK, close regedit and reboot your computer.

change the associated program from Wordpad to Explorer

Hi,

I have found the solition for this.

The solution is : -

I have renamed the "regedit.exe" to "regedit.com" because regedit was not working as this is an exe. Then I have changed the registry values.