Hi,
ideally, you should be able to do this on Windows 7 from
1. Start > Control Panel > Default Programs > Associate a File Type or protocol with Program.
2. Then scroll and select .CPTX and click Change Program an click Browse.
3. Navigate to Adobe Captivate folder at C:\Program Files\Adobe\Adobe Captivate 7\
4. Select "AdobeCaptivate.exe" and click open.
5. Now click Ok and check if you see AdobeCaptivate.exe under "Current Default" column on the Set Associations window.
In case it still does not works, can you please confirm at which of the above steps are you facing an issue.
Regards,
Sharad