In IE>Tools>Options>Programs (or in Config Panel>Internet Options) uncheck the checkbox that let IE check if it's the default browser.
Then use a corresponding option in Netscape (I can't tell you where it is) to let Netscape make itself the default browser. You might have to restart the program for it to have effect.

It's possible, alas, that the link between OE and IE is 'hardcoded' and making Netscape the default browser doesn't help. You can't tell without trying. In that case I should advise to switch to using Netscape mail (Communicator?) in stead of Outlook Express. For reasons of viruses, it might even be safer to do so.

Hope this helps.