I thought it would ask you "Your computer is currently using another media player for media files. Do you want to default to QuickTime?", or something like that. To which I say no.
Open up the Quicktime player and choose edit/preferences/quicktime preferences.
Then choose file types and video, then uncheck anything that isn't quicktime ie. videos for windows, and anything else in the other sections you don't want quicktime to handle.
This setting decides what files you want Quicktime to open automatically.
These instructions are for QT 7.1, but earlier versions should be similar.