OK, in Outlook Express, go to Tools > Options and on the General tab (which is the first one that opens), you'll see at the bottom, two buttons, one to make OE the default mail handler. Click the button, and that should do the trick. The other button is to make it the default news handler, which you don't need to worry about, unless you access newsgroups.
Hope that helps, come back to us if you're still having problems.