Dont it prompt you like every time it opens? It should do if its not default, I Assume Anyways
Try Exploring the options and locate The File Associations. I Honestly have not used it since like, Even before it changed its name to vuze so i cant tell you the way.
* * * Q & A Found On Google * * *
How do I set Vuze to be my default client?
There are two ways on how to setup Vuze as your default torrent downloader.
Windows Explorer
1) In Windows Explorer, do a right click on a .torrent file,
2) Select "Open With" and "Choose Program"
3) Look for Vuze on the list of programs, if it is not there, click browse and look for Azureus.exe under C:\Program Files\Vuze folder.