Hi George!
This depends on how you have K-Meleon set up in FileTypes whether or not to handle internet shortcuts. When you set a browser as "default" sometimes it doesn't always set the "internet shortcuts" as default.
The way to do that, just in case you're unfamiliar with the process, is to open your Windows Explorer, go to "View/Folder Options" and on the box that comes up click on the tab that says "FileTypes" and check for anything that says "HTML", "Internet Shortcuts", or "URL:" that is handled by "Internet Explorer" (as some are handled by other programmes which you must NOT change!). Then you can set those "Open" to the K-Meleon browser, click "Ok" and you should be all set without even rebooting.
I hope that this has helped?
Amicalement,
Eyes-Only
"L'Peau-Rouge"
http://eyesonly.no-ip.info/jimmymac/