I\'ve recently installed Anaconda (using the default settings) on Windows 7. When I try to open a .py file by double-clicking it, I get the Open with... option.
Use the "Default Programs" interface and select the executable for your Spyder,try the "Set Associations" menu and use browse to select your executable.
The key is the executable path(set the path where the anaconda is installed): C:\path\Anaconda2\Scripts\spyder.exe
just need to be patient, to wait for a few seconds.