Here is a guide that will show you how to change the default applications used for playing audio/video files, internet browser and mail client. On ubuntu 11.04 you could change them under Prefered Applications but on 11.10 things have been changed and now you can find these settings under system info.
To open the system info press the SuperKey and type: system info. And to change the default applications select Default Applications and now you can change the default applications to the applications you like.