Go to `Search/All Programs/Mozilla Firefox/Mozilla Firefox` and click on the Firefox icon. Firefox should then open and a further window should open telling you that Firefox is not your default browser and asking if you would like to make it so; tick the box `Always check etc` and click `Yes` to make it your default browser.
Now if you open IE you will get a similar message telling you it is not your default and asking the same question.
If you want to create a desktop shortcut for Firefox, go to `Search/All Programs/Mozilla Firefox/Mozilla Firefox` and right click the Firefox start icon and select `Create Shortcut` the shortcut will appear underneath the existing icon. Right click and move your mouse pointer to the desktop and release the button a box will appear select `Move here` and position the icon where you want it.