Settings -> Control Panel -> Folder Options -> File Types -> fnd CHD and delete
And by the way, CHD files are not to be associated with anything. You have to download
MAME, install it, put the CHD in a particular directory (ROMS\[CHD name without the .chd]), download the rom ([CHD name without the .chd].zip), put it in the right directory (ROMS) and run it through MAME (MAME [CHD name without the .chd])