Did you follow all of these steps when setting your default programme
Click "Start," then type "Default Programs." Click the blue "Set your default programs" link in the center of the window. Click your desired email program in the left column under "Programs." Click "Set this program as default," then click "OK." This will return you to the "Default Programs" window. Click "Associate a file type or protocol with a program." Scroll to an email file extension, such as .eml or .pst, for which you want to establish an association and click the file extension to highlight it in blue -in this case .eml Click "Change program," the select your email program and click "OK."