Possibly I misunderstand, but the 'file association' link that you gave me describes how to configure windows to open a certain application based on a filetype.
In my case, I don't want to open an application at all, because the application, Windows Photo Gallery, is already open.
Instead, what I want to do is to create the type of file that Windows Photo Gallery output.
I assume that this setting is within Windows Photo Gallery and not Windows-side.
But, maybe I'm confused.