Assh, so it's as I thought. Thanks for explaining how to do it.
Also I've found the easiest (laziest?) way for me to open a file from MusicBee is just to drag and drop it on to Transcribe. This wouldn't work necessarily for other apps, of course. And having more than 1 screen helps.
The Windows Explorer method I did know. It's just that when you're in the middle of being creative you forget so you just click your file of interest, then Musicbee opens, you mentally kick yourself again, then you send it away again then you find your file again, right-click it find the alternate program to open the file..... I'm being picky of course, but my would be to find a way of setting up an alternate default app for individual music files and have MusicBee control that because we know that Windows Explorer can't. I know, get a life I hear you say.....
Thanks for all your help, guys.