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I had a look. On the Programs tab of IE's Internet Options, there's a line that says "Internet Explorer is the default web browser." Next to it there's a greyed-out button that says "Make default". Then there's a box which is not ticked, and next to it is a line that says "Tell me if Internet Explorer is not the default browser."
You can obviously MAKE it the default browser if it's not, but I cannot find anywhere to click that will DISABLE it from being the default browser. :-( I checked all the tabs - not only the Programs tab.