When you install K-Meleon, it does automatically take over the HTML and HTTP settings in the registry. You can check this by going into the Settings - Folder Options - FIle Types.
Other than that, a lot of people have success with SetBrowser:
http://www.pc-tools.net/files/win32/freeware/stbrws14.exe
Just point it towards K-Meleon, and it takes care of the rest.