How to add program to every single file's "open with..." list?

Short answer is: with great difficulty.

Longer answer:

In the registry under HKEY_CLASSES_ROOT you'll find an entry for each registered file extension. You need to add a key called "OpenWithProdids" to each file extension that you want to handle. Within this key you then need a string value where the name is the ProgId for the HxD.

There is a much easier way, however. If you put a shortcut to HxD in C:\Users\\AppData\Roaming\Microsoft\Windows\SendTo, then for ANY file in the system you can right-click, and then pick Send To->HxD from the context menu.

Put the following in a text file and name it something like Add HxD to Context Menu.reg, update the paths, save it, and run it.

REGEDIT4

[HKEY_CLASSES_ROOT\*\Shell\HxD]
@="&HxD"

[HKEY_CLASSES_ROOT\*\Shell\HxD\Command]
@="\"C:\\Program Files\\HxD\\HxD.exe\" \"%L\""

You can use the ShellExView tool for this.