If you run a browser, it should tell you if it's not the default, and give u an option to change it (if you've not disabled that, btw).
On IE, click Tools->Options->Programs and check the bottom check box, then restart IE. That will tell it to check that it's the default.
To see which registry settings this changes, just dump the registry to a file, apply the change, then dump it again, and compare dumps. That'll tell you the key.
Dave
ps. this is a php forum.