[mlnn]

Set Internet Explorer as my default browser

Open Internet Explorer > Tools > Options > Programs and enable the option:
"Internet Explorer should check to see whether it is the default browser"
Close IE and open again. Click YES if you are prompted to set it as default browser.

NOTE: For Windows 2000/XP Login as Administrator and try the above steps.

(or)

For WinXP only:  Download the .reg fix. 
Sets Internet Explorer as default browser:
http://windowsxp.mvps.org/reg/IE_Default_Browser.reg

http://windowsxp.mvps.org/iefaq.htm#IE_Default