How to exploit UltraEdit-32 to highlight code based on file extensions

UltraEdit-32 (UE for short from now on) is a wonderful text editor. You can use it as a simple text editor or to write programs using your favorite languages. Besides other features, UE offers syntax highlighting for the most common programming languages out there. UE recognizes the type of file by looking at its extension. However, sometimes, you might want to use one syntax highlighting for an extension that is not mapped in UE.