Hi,

just wanted to share my experience with you, guys.

What eventually helped is to setup the following:

HKLM/Software/Microsoft/Shell/Rai/EFBROWSER/0 -> "Internet Explorer"
HKLM/Software/Microsoft/Shell/Rai/EFBROWSER/1 -> "iexplore.exe"

The rest is file associations in HKCR. They are described here - Google (MSDN "Browser Registry Settings" "Internet Explorer Mobile"). Sorry, I am not trusted enough yet to post URLs.

Cheers!