GVIM tries to open files of same type as current scheme

"I don't know if this question is still actual, but if it is here are some recommendations.

Vim/gVim and the likes, are keyboard oriented editors. Although it is possible to open file via File/Open menus, the preferable way is doing so via :e command.
If you are opening them via File/... you can always enter *.* (by keyboard) upon which gVim will show all files (regardless of extension).
If you're opening them via :e, options

set wildmenu
set wildignore=.exe,.obj,.rsp*

can be useful. The other one tells vim to ignore given extensions.

If you wish to assign a filetype to an extension to which it wouldn't usually be given, you can do that upon opening file via autocmd command.

If I've completely misunderstood the question, yell in the comments."