The link you have provided is for Wisescript, and not for MSI.
File associations create entries in HKCR - depending on whether you are installing per machine or per user, you may prefer to specify a path to HKLM/Software/Classes or HKCU/Software/Classes depending on whether you want the file association to apply to all users, or only to the installing user.
Do you understand how the registry keys work for file associations? If not, study extension such as .TXT and .DOC and follow the trail through HKCR.
Or you could just capture the manual creation of the file associations.