Paolo I agree, there should be a "set default" like in IE 9 32 bit, or any of the other browsers out there.
But, as my picture on page 1 shows, Windows won't let you set IE 64 bit (I believe this is true in both Version 8 and Version 9) as the "default" browser for your OS.
Getting a bit OT here, I wonder if you can set IE 10 64 bit as your default in Windows 8? I installed the Consumer Preview a while back, but I don't remember looking at that specific setting. I would hope that in Win 8, Microsoft fixed that little issue.
--Brian