Have you tried choosing to dial one of your contacts? You should get a dialog asking which app you want to use to do this, with the option to remember the setting.
Huh. I have Dialer One as my default, but to be honest all I did was drag its icon over top of the dock bar's default phone icon and drop it there. Then once while exiting a call I was asked which app I wanted to use, I chose Dialer One and selected remember this option.
But I'm using ADW launcher, there may be a different procedure with the stock launcher.