that's very annoying
I followed your suggests, it still didn't work. There's must be something in registry.
See the screenshot below,
Now, FF is default. Let say, start Opera then pop-up prompt will show to ask as default,click yes > now Opera as default. Opera icon should be stated in start menu,right ? but it still show FF icon.
Go to Start > Run > type 'www.google.com, still took me to FF not Opera.
IE & Chrome get same result as Opera.