To make Opera your default Web-browser, do the following steps for you operating system.
Microsoft Windows 2000, XP & Vista
On the second time Opera is Run, a dialog will be displayed asking if Opera should be your default browser.
IF you have previously cancelled this dialog box, you may change this setting by doing the following:
1. Go to Tools > Preferences > Advanced > Programs
2. Then tick the checkbox "Check if Opera is default browser on startup".
3. The next time run Opera, answer "Yes" when the dialog asks if you want Opera to be the default browser on your computer.