I do not now what you mean by 3 Mendix versions are associated with the .mpr file. Do you mean you see three versions if you right click and then choose "Open with"? If so, the version selector is there so that you do not need to use "Open with" anymore! Just double click an .mpr and go!
The version selector is a separate executable that is installed in C:\Program FilesMendix\Version Selector. It is associated with .mpr and .mpk files. This means that if you double click a Mendix project or package file, the following happens:
If you install a Modeler older than 4.1 you have to make sure that you uncheck the ".mpr" check box during installation. Otherwise, the .mpr extension will be associated with that Modeler version. Using Windows "Open with... > Choose program" feature (right-click a .mpr file) you can fix the association to the version selector, if this has happened.
I think that relates to this part
If not, it will let you choose another modeler install