I've not used this function but here's what I found.
Look under :>Settings >Applications >manage applications.
Then select the "all" tab at the top.
Select the application that is opening up.
Scroll down and there should be a heading marked "launch by default", there you should find a button that says to "clear defaults".
I would think that as the name implies, it should be "de selected" as the default program to open and you should get the selection prompt again.