UltraEdit is no longer an option in the Open With Windows dialog in Windows XP Pro (Service Pack 3).
How can I instruct Windows to open certain file types (e.g. *.837, *.997) with UltraEdit?

If you use an administrator account, you can associate UltraEdit as default open application for any file type in UltraEdit itself at Advanced - Configuration - File Associations. Enter *.837, enter a description and press button Add. Now you can open files with extension 837 in UltraEdit by double clicking on it.

In the same dialog you can also enable the shell extension for integrating UltraEdit into context menu of Windows Explorer to open any file with UltraEdit via context menu.

The Open With ... context submenu is completely managed by Windows Explorer itself. To get UltraEdit to this list for a file extension, it is first necessary that the file extension itself is registered in HKEY_CLASSES_ROOT. If .837 is not registered at all, Windows Explorer does not offer the Open With ... context submenu. Once the file extension is registered, getting an application to this submenu is quite easy. Just open the context menu on a file, click on Open With ..., click on Choose Program, select UltraEdit from the list of programs or if not listed, browse to uedit32.exe, and open the file with UltraEdit. Next time you open the Open With ... context submenu you should see UltraEdit Professional Text/Hex Editor in this special list.

Here is what Windows Explorer added on my computer with Windows XP SP3 x86 to registry as I opened a *.htm file with Open With - Choose Program:

REGEDIT4

[HKEY_CLASSES_ROOT\.htm\OpenWithList]

[HKEY_CLASSES_ROOT\.htm\OpenWithList\UltraEdit Professional Text/Hex Editor]

[HKEY_CLASSES_ROOT\.htm\OpenWithList\UltraEdit Professional Text/Hex Editor\shell]

[HKEY_CLASSES_ROOT\.htm\OpenWithList\UltraEdit Professional Text/Hex Editor\shell\edit]
@="&Edit"

[HKEY_CLASSES_ROOT\.htm\OpenWithList\UltraEdit Professional Text/Hex Editor\shell\edit\command]
@="\"C:\\Program Files\\IDM Computer Solutions\\UltraEdit\\uedit32.exe\" %1"

Please do not modify the registry manually. That is definitely not necessary. Assign UltraEdit as default application for opening files with extension 837 or 997, or use Windows Explorer to add UltraEdit to Open With ... context submenu for these file extensions. Again, you can't do that with a restricted account because entire HKEY_CLASSES_ROOT is write protected for restricted users.