First, in Mailbox | Properties | Mailbox Status, make sure that "Make Courier your default email program" is checked.

Next, under Help | Courier MAPI Settings, check the "Enable the Courier MAPI component on this system" check box. You should be prompted to restart your computer. The next time you start Courier you may be prompted to confirm whether you want to enable Courier MAPI, answer yes. After that, any MAPI calls (things like "Send To Mail Recipient" in Word or Windows Explorer) will open a Courier Compose window.

NOTE: When selecting a "Send to...." command you may be prompted to select which mailbox the MAPI call will use, selecting "DEFAULT" will use your default Courier mailbox.