How do I stop my default browser opening when trying to use an alternative?

If I have IE set as my default browser but I
want to view a site in FF, I load FF, enter the
address and my machine then opens IE to display
the site.

This also happens if I set Chrome to be the
default browser and I want to view a site in IE
– IE opens, I type in the address and then
Chrome opens to display the site.

This is most annoying. How do I convince my XP
PC that I actually know which browser I want to
use, which is why I specifically open it!!