Either open your registry editor and browse to:
HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main

In the right window you will see "Check_Associations" Double click on it and enter the word "YES" (no quotes)

Close the registry and you are done.

Or copy the all of the following bolded text between the ampersands into notepad and save it as check_default.reg (or any other name with a .reg extension. Once you have done that all you need to do is double click it and it will make the change to the registry.

&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&
REGEDIT4

[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main]
"Check_Associations"="yes"


&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&

NOTE - The file needs a blank line following the "Check_Associations" line.