I'm just very theoretical here, since I don't use OE, or Windows Mail, and barely IE. On a top of it, I'm on Vista here, but I'll try....
You can either install Windows Live Mail, or go for some other email client, like Thunderbird, which I use.
Whatever you'll decide, open IE8, go Tools>Internet options.
Under "Internet programs", click on "Set programs" button, and it'll let you select your default email program.