To change the association right click on the file you want to change
and then select properties.Then click on the 'OPEN WITH' tab and then select the
application with you want to associate the file with,so that it uses the same
whenever you double click it.You can even add/remove application provided you
hav installed in your OS.

From my experience, right clicking and choosing "open with other
application" changes that document types association. That seems really
simple though, so there might be a different answer.

You are right Justin, the right click gives some alternatives and the
option for more to seek other programs.

It's pretty easy, but not very intuitive.

Open Nautilus and find a file of the type you want (in your case, PDF).
Right click on the file and select 'Properties'. Under the 'Open With'
tab, select the program you want to use and click OK. All files of that
type should now be opened by the chosen program.

I have looked for several months for a method thinking 'in Linux there must
be a way, an easy on at that, to modify the Association but never did find
it. Leave it to Microsoft to use something like Association, sounds like
something that IBM would do, instead of Open-With. Association can mean a
lot of things, an add-on has an association with the application/program it
is added onto. Well, I must be blind, may be I can't see the forest for the
trees. Anyway...

Its only a different word, the right click option to Open With is in MS
and Ubuntu. Association means what it say's. Associate a file with a
program. Open With is not the same thing at all.