This functionality is supported only if you are using the Classic Agent.
Silk Test Classic uses the registry to determine which version of IE is installed on your machine; this means that the correct default browser is selected when you choose Internet Explorer 6 or Internet Explorer 7.
If you are doing remote testing, you will have to set up your default browser for your target test machine yourself. The reason this is because both versions of Internet Explorer use the same domex.dll and therefore Silk Test Classic does not select the default browser at all.