You then decide to install iTunes because you just got an iPod as a gift.
This situation can happen a lot with all different programs and file types.
select Set your default programs.
Or you might choose which file types to associate each program with.
Windows assumes changes are permanent because of the route we took to get here and grays it out.
If you right-select a file and go to Open with by way of the context menu… you’re free to also turn it off by unchecking Use AutoPlay for all media and devices.
This should help you get started in deciding what programs you want to feature with different file types.