When you are trying to set the "File Associations" so that HLS is 'called' first and 'asked' by the OS to 'open' the .DST when the file is double-clicked, can you 'explore' the hard drive...maybe a button with "..." or "browse" or something like that? (I have Windows 8.1 x-64...not Win10, so don't know what that screen is like.) If you can browse (drill down into the directory/file structure), MY HLS is at:
(The names are somewhat self-explanatory, but some of
those doubtful you'd want to bother with...like the screensaver tool or
the stitch composer tool.)
Also, if you double-click on a .DST file, do you get any kind of prompt that 'asks' if you want to 'always use' the program you select? (Again, you may have to navigate through the subdirectory tree to where the binary executables are stored.) If, so, make sure that option is 'checked' so that after you drill down to the subdirectory where the actual program executable files are located, that you only have to do it once.