I just tried this on a Win2K machine here and had the same results as Dave.  This is a strange thing for Microsoft to have changed.

In the registry under CLASSES_HKEY_ROOT look for the extension of the file type you want to change.  There should be a "Content Type" key (or you can make one) and set the value as "text/html".

I haven't tried this but it should be equivalent to John's method.

Chris