Register to be able to open files of custom type. Say i have .cool files, and if the user tries to open it, Android asks if they would like to open it with my application. How?
I think that you don't choose that. This is handle by the system. Same thing when you send an intent to be handled by a map, If you have skyfire for instance, the system pops up a window an you can choose the application and choose if you want it to always open this kind of file.
Unless of course if your application is the only one to open this kind of file.
Edit
I think if you want your app to say "hey I'm able to open these .cool files", you need to set up <intent-filters> with a tag <data> and specificy the mimeType or Uri. Check here for more details.