The ordered list of extensions used by
mthelp (the real program behind the name
texdoc on MiKTeX) can be set in the registry.
In the registry editor, create the key
HKEY_CURRENT_USER\Software\MiKTeX.org\MiKTeX\2.8\mthelp if it doesn't exist yet, then add a new string value named
DocExtensions and set the associated data to, eg
.chm;.pdf;.html;.dvi;.ps;.txt (that is, the default value with pdf move forward). Obviously, you need to replace
2.8 with your actual MiKTeX version number.
Also, you may replace
HKEY_LOCAL_MACHINE if you want the change to affect all users (and have sufficient privileges).