just open the file which you want to play with vlc then right click on that file choose openwith or properties then in openwith tab click change then open the vlc.exe file from C:\program files\vlc
then click ok then apply now it always open with VLC
Right click on the video file which opens with Divx, go to 'open with' option and choose vlc.
if vlc is not available in the list, click browse button and locate it.
check the 'always open with this program' box and click 'ok'