Another option to change the icon of the file would be to go into your Control Panel > Programs > Default Programs.
There will be an option in there for "Associate a file type or protocol with a program" - click this option which will move you to another screen.
When the new screen opens, scroll down the list until you find the .htm and .html file extensions.
Double-click both of them and change the associated application in the window that appears.
This will change the icon of the file to the Firefox icon.
To change the actual default Internet Browser application, again, in the same Control Panel location above, chose the "Set your default programs" option & then select Firefox & click "Set this program as default"
The final solution is to open Firefox & then go to the options menu & click the "Make Default" button in the General settings to ensure Firefox is the default web browser.
HTH