All this probably works under KDE4.4 - but I have no way of testing it, but here are some results of my further experimentation in KDE4.3. Just for information, as it extends anything I have found by searching. Thanks to AndrzejL for showing me (in words!) the alternative way to change file association priorities - the one that works. ( http://www.pclinuxos.com/forum/index.php/topic,68489.0.html
As Stealth says, other players (I've checked: Kaffeine, Mplayer, and Audacity) all crash when a file is double clicked on in Dolphin. If you right click and then select any of the above from the "Open with" list, all work, but Dolphin crashes.
I've checked all these with .mp3 and only Kaffeine with .ogg file, but it behaved in the same way.
So the problem is not specific to Amarok, but seems to involve some "higher authority", either Dolphin or KDE4.3 itself.
Using Konqueror, (less thoroughly), the behaviour is the same, (i.e double click crashes player, right click and "Open with" is OK for both .mp3 and .ogg,) except that Konqueror doesn't crash itself.
My conclusion from this is that the problem is most likely in KDE4.3, and since Tex says it's fixed for Amarok in KDE4.4 we can hope this applies to all the others too.