A problem with Url's opening in Internet Explorer, not Google Chrome.?

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This is rather an inconvenience than a problem but i would still like to see if anyone knows how to fix it.

For example: I'm talking to a friend in skype and they decide to send me a link to Youtube or something. I click the link they give me and it opens the link inside Internet Explorer. After a while of using Google Chrome you learn Internet Explorer is slow and is just not good enough. So i prefer Google Chrome. How do i get the Url to open in google chrome and not IE.

Another Example: I am using this dock known as "Nexus". It's like a place on your desktop that you can place Shortcuts in and i find it useful. I have the same problem here. I create a Shortcut in the Nexus Dock, and i click on it and it will bring me to the Url, but it's in IE. I want it in Google Chrome. If you know how to re-direct Urls to Google Chrome and not IE, Please Help.