Internet Explorer & Firefox web browsers warn users by default and provides an easy option to set them as default browser on startup. But not sure why Chrome does not have any such features.
If you want to set Google Chrome as your default web browser here are the steps to be followed
1) Launch Google Chrome web browser application
2) Choose Options menu using the small tool icon available on the top right corner of the browser window; Opens ups Options window
3) Click the button Make Google Chrome my default browser. If you are running on Windows Vista, accept User Account Control prompt.
4) Close the Options window
From now onwards by default all the URLs and web page shortcuts are opened by Google Chrome browser.
Related: Google Chrome Tips & Tricks