I edited this post to better explain things and to remove unnecessary regedit navigation.
Ah, that is so annoying.
I'm going to tell you how to fix it, now, and every time this happens to you.
Now, this involves registry viewing and/or editing, so be careful and read first!
(I know this works on XP, but not sure on others)
1) First set your browser as default (through Windows or through your browser's settings)
Through Windows:
Right-click-taskbar > properties > Start-menu-tab > customize > (at bottom of General tab)
Select your browser and click ok.
If this worked, then you are done. If not, continue.
2) Go to this registry key (again, please be careful)
[HKEY_LOCAL_MACHINE\SOFTWARE\Clients\StartMenuInternet]
Now look at that key's sub-keys.
Look for your browser's name (ie FIREFOX.EXE)
Right-click on it and click rename (don't modify it, just copy its name)
Now click on the "StartMenuInternet" key.
OK, here comes editing:
Once on the "StartMenuInternet" key, look at the "Default" value.
Replace the data of this value with the name of the browser you just copied (ie FIREFOX.EXE).
Now go to this other registry key and replace the same "Default" value with the same browser name.
[HKEY_CURRENT_USER\SOFTWARE\Clients\StartMenuInternet]
Make a backup of those two keys (right-click-key > export)
And you are done. ![:)]()
If your browser asks again to be set as default, well, click yes!
And sorry for the bad English.