[Basssiiie]

Click with your right mouse button on the *.pwn file and go to "Open with..." or something similar, then choose "Choose default program..." (or something similar, it's the last option in the submenu). At last, pick Pawno in the list, make sure "Open this file type always with this program" (or something similar) is ticked at the bottom and press OK.

Edit: Another possibility is to open the Pawno editor and click the Options button at the top. Now tick "Associate with .pwn files" and your problem should be fixed.