If you are trying to change the default email application for your web browser:
For Firefox, please try:
https://support.mozilla.org/en-US/kb/change-program-used-open-email-links
For IE, please try:
http://support.microsoft.com/kb/180910/en-us
For Chrome (which handles this differently than IE and FF) and/or gmail, please try:
http://blog.hubspot.com/marketing/set-gmail-as-browser-default-email-client-ht
If you are trying to change the default email application for your operating system:
For Windows users, try:
http://windows.microsoft.com/en-us/windows-vista/change-the-default-e-mail-program
For Apple OS X, try: