For WINDOWS 95 users. by Benjamine Kwa

Here's how to save files on the PC with the .m extension.

1)      Double click on "My Computer".  Goto View...Options...File
Type...New Type.

2)     In the Description of type put something like MATLAB file.
        In the Associated Extension put .m
        In the Content type put Text/plain.
        In the Default Extension for content type put .m

3)      Click New under the Actions box.  A dialogue box should appear.  Put
"open" in the name.  Put the path and name of your matlab application file
in Application Used.  Click "OK"

4)      Look for the change icon button.  Select a pretty looking icon and
click OK.

5)      Click OK and you're done!

Now MATLAB files will appear using the icon you selected.  You can open
MATLAB by clicking on a .m file and when you modify .m files and try to save
them, include the .m extension and they should save fine.

For all those PC fanatics out there who
absolutely have to have the correct icons for all their files and that
stuff  follow the steps outlined above.  Then open File Types again and click on 
your new MATLAB file type...Edit...Choose Icon, you can choose from three 
exclusive MATLAB icons.