Apologies in advance is this subject has been covered completely. I have searched the posts and c’ant find anything recent. I have also Googled it to distraction (mine). CID is the only browser I have installed. I uninstalled Chrome and IE10 as part of my troubleshooting. I had the same issue when IE10 was default. I am running windows 8.1 and CID 38.0.5.
I followed all of the instructions on how to make it the default browser and the settings are there but I get the nag screen every time I start it. I have Google as my default search engine but every time I start CID, I’m asked if I want to make Google my default search engine. When I check the settings, they are all there.
When I first say “make it the default”, A window comes up and asks what program I want as the default for html. The only thing listed is “Windows store” I have reinstalled CID two or three times. Anyone have any ideas???
Update: Turns out I do have IE 10 installed. I made it the default and then tried to make CID the default and same symptoms. It is really irritating that I cannot stop IE 10 from responding when I click on an email link for a site. I have also tried going to “default programs” through the control panel and made CID the default for HTML. It says it is but no difference in symptoms.
Buddy, if you still have the problem, try using CHANGE DEFAULT BROWSER from http://www.tucows.com/preview/1252696/Change-Default-Browser.
Freeware and easily let me change my default browser on all those portable browsers I used here and there that can’t default themselves 
Good luck and let me us know how it goes.
I changed the url to a working one. Eric
Forgot to mention but you probably know this, is to DIY in Windows by calling up the Set File Association and change each extension type to your desired selected program as the default program.