1.) In the Control Panel go Appearance and Themes->Folder Options.
2.) On the next window select the File Types tab.
3.) Scroll down to the extension URL and select it.
4.) If there is a Restore button click it.
5.) Click the Change button.
6.) Select Internet Explorer from the list, check the box at the bottom to always use the problem, and click OK.
7.) Repeat for the extensions HTM and HTML.

Finally, go into Add/Remove Programs, click "Set Program Access and Defaults" from along the left-hand side, expand Custom, and select Internet Explorer as your default browser.

Hope this helps,
John