Of course you can manually configure an email client being default, but in Windows XP there is no option to set a per-user default email client. One setting affects all the users, machine-wide.
And also for an average user manually setting an email client (example Thunderbird) to default client is normally difficult.
DefaultMail client utility helps you set the default email client for the currently logged on user account in Windows XP quite easily.
Just download the tiny tool (21Kb), unzip and run it. Select a mail client from the list that you want to set as default and click Apply to confirm the settings.