I am an WINDOWS XP user, and when I try to use
OPEN WITH -> CHOOSE PROGRAM
I am not able to choose COFFEE CUP HTML EDITOR as the default option to open my PHP files.
the real question is: HOW DO I SOLVE THIS PROBLEM?

You should be able to open a php file to edit it in the HTML Editor, but in order to see the result, you'll have to upload it to the web. If you have a web server package installed (WAMP is easy to install) and save your files in the WWW folder of that package, you can navigate to localhost and view it with your browser.

Mind you, I've never actually tried this with winXP, but I can't think of any reason why it shouldn't work. In Vista and Win7 it works like a charm.

sorry I didn't explain quite well

I can only open PHP files if I have Coffee Cup HTML Editor already open (either with drag and drop or using the OPEN FILE)... but on Windows Explorer when I find the files I can't simply right click and choose OPEN WITH or DOUBLE CLICK to open the files with CC HTML Editor... probably because the software is no longer on the PROGRAM FILES folder...
does any7 one know how to set a default software to open a file using windows XP when the software is not located into the PROGRAM FILES folder?

I have already tried to do this via Control panel, but when I choose:
C:\Documents and Settings\USER\Dados de aplicativos\CoffeeCup Software\Coffee.exe
I get an error saying that the software is not found...

solved changing the Software location to: "C:\Documents and Settings\USER\Dados de aplicativos\CoffeeCup Software\Coffee.exe" instead of C:\Documents and Settings\USER\Dados de aplicativos\CoffeeCup Software\Coffee.exe