Opera Mini web browser (v4.2 and 5.1) is not able to register as the handler of the required data types and cannot therefore be set as the default browser in your device. The browser needs to be separately launched when wanting to use it. The pre-installed web browser will be used as the default browser.
There's, however, another Opera web browser product called Opera Mobile 10 (v.10.02) which can be selected as the default browser in the devices that support changing of the default web browser application. Note that even though the default web browser is changed, the Nokia browser may still be launched e.g. when opening a link in email message.
In general, to check if a 3rd party web browser can be set as the default browser, install the browser and select (in the devices which support this, e.g. Nokia N97 and N97 mini) Menu > Settings > Phone > Application sett. > Default apps.> Browsing internet. If the newly installed browser can be found in the list, it has been successfully registered and can be selected as the default browser.