I am not sure if it works on ALL files of that type, but on my system I was able to change the default by doing the following.
CTRL (or Right Click) the file > Select open with > Other > (Browse to the application you want to open it with) Click the application once > on the bottom of the dialog box on the Left, check "Always Open With"> Hit OK.
Also, you can select a file of the type you want to open with VLC by default, go up to File->Get Info. Under Open With, select VLC, and then click Change All.
Also, you can select a file of the type you want to open with VLC by default, go up to File->Get Info. Under Open With, select VLC, and then click Change All.