Try starting Internet Explorer and see what it does. It may ask you if you want it to make it the default web browser. If so, answer, yes.
If it does not ask, go to the Tools menu in Internet Explorer, then to Internet Options, then to the Programs tab. In the Default web browser section click on the Make Default button (if it is not enabled, it is already the default web broswer).
Hopefully, that will fix the problem.