I looked at the above link, and found the following paragraph, which could very well be the source of the problem, since I have Norton Security Suite.
"One or more options/settings in an ever-growing number of third-party applications may be disallowing the changes from "sticking." These include...
anti-virus applications & security suites (e.g.,
NIS 2010...) and third-party firewalls (e.g.,
Norton Personal Firewall)"
Also, I ran across another way to change the default browser setting -- the "Set Program Access and Defaults" button on the Start Menu, or on the sidebar of the "Add or Remove Programs" page of Control Panel. When I tried to use this option, it appeared to "take", but when I exited and re-entered that page, it was back like it was before I changed it. All this was done with neither IE8 nor Firefox running.
Since (I forgot to mention) I'm still on XP and hoping to get a new computer with 8.x sometime soon, and don't want to risk the exposure of removing and reinstalling Norton, I will consider the problem closed for now. Thanks for the info.