<Application x:Class="WpfApplication1.App"
            xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
            xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
            StartupUri="MainWindow.xaml">
   <Application.Resources>   
   </Application.Resources>
   <JumpList.JumpList>
       <JumpList ShowRecentCategory="True" />
   </JumpList.JumpList>
</Application>

using System;
using System.Runtime.InteropServices;
using Microsoft.Win32;

namespace Common.Files
{
  //from : http://www.devx.com/vb2themax/Tip/19554?type=kbArticle&trk=MSCP
  public class FileAssociation
  {
      const int ShcneAssocchanged = 0x8000000;
      const int ShcnfIdlist = 0;

      public static void CreateFileAssociation(
          string extension,
          string className,
          string description,
           string exeProgram)
      {
          // ensure that there is a leading dot
          if (extension.Substring(0, 1) != ".")
              extension = string.Format(".{0}", extension);

          try
          {
              if (IsAssociated(extension)) return;

              // create a value for this key that contains the classname
              using (var key1 = Registry.ClassesRoot.CreateSubKey(extension))
              {
                  if (key1 != null)
                  {
                      key1.SetValue("", className);
                      // create a new key for the Class name
                      using (var key2 = Registry.ClassesRoot.CreateSubKey(className))
                      {
                          if (key2 != null)
                          {
                              key2.SetValue("", description);
                              // associate the program to open the files with this extension
                              using (var key3 = Registry.ClassesRoot.CreateSubKey(string.Format(@"{0}\Shell\Open\Command", className)))
                              {
                                  if (key3 != null) key3.SetValue("", string.Format(@"{0} ""%1""", exeProgram));
                              }
                          }
                      }
                  }
              }

              // notify Windows that file associations have changed
              SHChangeNotify(ShcneAssocchanged, ShcnfIdlist, 0, 0);
          }
          catch (Exception ex)
          {
             //todo: log ...
          }
      }

      // Return true if extension already associated in registry
      public static bool IsAssociated(string extension)
      {
          return (Registry.ClassesRoot.OpenSubKey(extension, false) != null);
      }

      [DllImport("shell32.dll")]
      public static extern void SHChangeNotify(int wEventId, int uFlags, int dwItem1, int dwItem2);
  }
}

private static void createFileAssociation()
{
   var appPath = Assembly.GetExecutingAssembly().Location;
    FileAssociation.CreateFileAssociation(".xyz", "xyz", "xyz File",
              appPath
              );
}

    public partial class App
  {
      public App()
      {
          this.Startup += appStartup;
      }

      void appStartup(object sender, StartupEventArgs e)
      {
          if (e.Args.Any())
          {
              this.Properties["StartupFileName"] = e.Args[0];
          }
      }
  //...

var startupFileName = Application.Current.Properties["StartupFileName"];

var jumpList = JumpList.GetJumpList(App.Current);
var jumpPath = new JumpPath();
jumpPath.Path = "some path goes here....";
// If the CustomCategory property is null
// or Empty, the item is added to the Tasks category
jumpPath.CustomCategory = "Files";
JumpList.AddToRecentCategory(jumpPath);      
jumpList.Apply();

<Application x:Class="Win7Wpf4.App"
           xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
           xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
           StartupUri="MainWindow.xaml">
  <Application.Resources>       
  </Application.Resources>
  <JumpList.JumpList>
      <JumpList ShowRecentCategory="True">
          <JumpPath
               CustomCategory="Files"
               Path="Some path goes here..."
              />          
      </JumpList>
  </JumpList.JumpList>
</Application>