>How can i create my own filetype? I want to 'encapsulate' a word doc and an avi file (or whatever) into a single file with its own extension, and later on open the file and see the file contents. I know i can acomplish this with a .dbf but the problem is that any person could open the file. With my own filetype only the propers functions will open the file. Any idea how can i do this?
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No need for a special file type - you can embed or link an AVI in a Word document, and Word can manipulate it in the future. The only requirement is that an OLE Server (a program that publishes an OLE interface that can be defined in the registry) that handles AVIs will need to be present on each system.

You can see this by:

Go to Windows Explorer and find an AVI file

Right Click it and Copy it into the Clipboard.

Open a Word document.

Put some text in.

Right click and Paste the AVI into the Word document.

Save it.

Done.