Correction: Internet Options, not Internet Connections
But you won't be able to change much there.
If you don't want IE to be your internet browser read on.
Go to the same place, start>control panel>internet options - then click on the "Programs" tab. Untick "Internet explorer should check to see whether it is the default browser" (or have this ticked if you want it as your default). After that go to the browser you want be the default browser.
For example, Mozilla or Netscape should be:
Go to EDIT>PREFERENCES
Expand "Advance" then click on "System"
There choose the appropriate file types you want to associate it with Mozilla or Netscape.
For Opera 6:
FILE>PREFERENCES
Select "Defauilt Browser"
and again check the appropriate file types you want.
lol. sorry! All i do when go into the controll panel is type the letter of the thing i want then press enter. Like if i want to add/remove programs (of course go to the control panel) and i press the letter 'a' on my keyboard twice and press enter. With the internet options i press the letter 'i' and it automatically goes there.
The moral of that story is that i didn't read what the option was, i just guessed.