Now I have formatted my HD and is started all over again.
First I installed Chrome and then Iron, executed as Admin.
Same result - Not possible to make Iron as Default.
Then I uninstalled Chrome and started Iron, which asked me if I wanted to make it as Default Browser.
I clicked "Yes" and closed Iron again.
The next time Iron was started, it was the Default Browser, but it asked again, if it should be the Default Browser.
This message first disappeared, when I clicked "Don't ask again".
It seems as Iron is build at Chrome and if Chrome had been installed before Iron, it Overtake or Shadow some settings in Iron.
Even after Chrome had been uninstalled again.
I have a backup of my HD, with Win 7 and my most used programs and it's all updated until today.
I use this backup, when I format the HD, instead of starting all from the bottom.
In this backup is Chrome installed and right now i don't want to start all over again, from the bottom.
But the next time I start from the bottom, I'll try to install Iron first - Make it Default - And then install Chrome.
Maybe it will help.
Anyway - Now I only use Iron, although I want Chrome too, as second browser.
And I wish the Iron people would look at the problem and make an update, which aloud both Iron and Chrome at the same time.
Thank you for all your answers.