It is quite simple, Eddie (so long as it wasn't done by some malicious software on your machine!):

Go to the start menu in the lower left of the screen, open "Default Programs" (I'm on Vista Home Premium, it may be different or under administrative programs on other systems), then choose "Set Default Programs". Select your browser of choice, then make it the default (either for all types it can open, which is probably best, or you can select certain kinds of file to open).
Hope this helps,

David (WW)