I would recommend you change your local preference.
Edit > Preferences > General - Document Tab - Deselect "Restore Last View Settings When Reopening Documents"
This setting overrides the document initial view setting. Often times, you'll might set the document setting, change your window setting. The changed window setting overrides the doc setting causing the "why won't this work" scenario.
"I checked it on IE to see if this is the case. Seem's to work OK on that one so you are correct..
Do you know if there's anyway to get it to try and open on IE as a default?"
"Open with" is controlled by the local machine and cannot be set in a document.
