It seems that you have made Opera the default browser.
To remove Opera, you have to uninstall rather than delete it.
Try reinstalling it and then unuinstall. Or you can make Firefox the default browser -at Tools>Options....
After a brief flirtation with Opera as a browser, I returned to Netscape. Now I use Firefox almost exclusively, in part due to the recommendations from cnet.
I've tried to delete Opera, since I was not thrilled with in. Now, everytime a program has to call the internet, it calls Opera. I can't find any remaining Opera in the usual places, so the reference must be buried somewhere in the OS, I think.