I'm having a similar problem. Whenever I set Mozilla to default a little while later IE is back to default. Arg! I wonder how much Microsoft paid Apple to do that?
in general this only happens after updating the system. it seems to be one of the few prefs that doesn't stay in place. If it is happening more often than that then it sounds like something is wrong.
I had a similar problem with the default browser changing back to IE after I changed it to Mozilla. I don't have that problem anymore. Now the default browser preferences changes to NetFinder (an FTP client).