What do you do if telling IE to check if it is the defualt browser doesn't work?  This requires modifying the registry. Only use this method if you have already tried to set Internet Explorer as your default browser using its option to do so.

Open the registry using regedit. In your registry, change:

/HKEY_CURRENT_USER/Software/Microsoft/Internet Explorer/Main/Check_Associations

to read "YES"

The next time you start Internet Explorer, it will ask if you would like to make it the default. Answer Yes to that prompt and it will now retain default browser status.