In Network Connections, right click the icon and select "Set as Default
Connection." If you are getting the "Cancel as Default Connection" choice in
the right click menu the connection is still has the "default" status. Try a
View> Refresh to see if that brings back the default designation.
Another place to set up this same default is in Internet Options>
Connections. Highlight the desired connection and click the Set Default
button.
Incidentally, I have a broadband connection setup as the default. However my
router is configured to make the connection for me. Consequently, my default
connection shows no "default" designation in Network Connection. In Internet
Options, it still shows "default" but is shown in a very dim font (instead
of a normal strength font) in the area to the left of the Set Default
button.