I have 2014 and 2015 installed. Whenever I open any of my files from an explorer window it tries to use 2014 and I often get "future version" error. Now, when I right click then "open with" and "choose default program" it only shows 2 things of solidworks 2014 and a solidworks launcher. The launcher will open the file in 2015 if I double click it but it will not keep it as the default opening program. Also when "browsing" for the program, I can find 2015 and double click, the dialogue disappears, and it still hasn't shown up on the list of programs to open the file. The "always use this program to open this kind of file" is grayed out also and can't be checked.
Go to the start flag->default programs. You should be able to change it there...I think. I only have 2015 loaded, so your results may vary.