Setting/changing default CD player application

On inserting an audio CD into the CD drive Windows XP offers me a choice of
software which can paly it, eg Nero, Creative SB Live, Windows Media player
, etc. It also offers me the choice to make my selection the default in
future.
My preference is for Nero, so if I select it but later want to change to
another player how do I go about it within Windows XP.
Note that Nero's preference settings make no provision for "Make this
your default CD player" thus if I went for SB Live first presumably a change
to Nero would only be possible Windows XP surely.
Will appreciate advice.