Disable "Use the Web service to find the correct program" Dialog

If you've used Windows for any length of time, you've likely tried to open a file with an unknown extension. Instead of getting a list of programs to open the file with, you get an annoying dialog asking you to use a web service to find a program. So how do we change this?

You can use a registry hack to force Windows to skip this dialog altogether, and give you a list of applications to use to open the file instead, just as if you had selected the second option.