In its originally released form, if you chose the ‘custom settings’ option for IE8 when it first installed, then it would set itself as the default browser without explicitly asking if you minded. That’s now been changed so that there’s an explicit question asked when you install it, even if you choose to keep the custom options.
Note though that the choice screen only appears if you already have a non-IE browser set as your default. It’s also only being rolled out gradually between now and August as part of IE’s security updates. However, it’s a nice tacit acknowledgement by Microsoft that imposing on users will only get you so far.
Changes to IE’s First Run [IEBlog]