Sandip,
The output file will just be called "Sandip". There is no extension, so Windows should not associate it with anything. On my machine, I get a dialog box asking me what program I want to open this file with. I think your machine has Windows Media Player associated to any file without an extension. If you want to
test this out, go to any editor and create a dummy file without an extension and see what Windows uses to open this file.
Java doesn't know how to associate file type to an application. If you use "Sandip.txt", Windows will think it's a text file. If you use "Sandip.dat", Windows will think it's a Media file.
-Peter