Setting the default browser depends on the application you wish to launch your browser from, because Linux has several methods of determining default applications, so applications use different methods.
For example, the Lubuntu/LXDE default terminal, LXTerminal, uses
xdg-open to launch a browser when a URL is clicked. Setting your default browser via
update-alternatives will in that case have no effect.
As you mentioned Thunderbird in some of your comments, things seem to be even more complicated when it comes to Thunderbird. (Refer to Bug 724461 as well as this blog post about how Thunderbird chooses a browser.)
In short, if you tried other methods and things still don't work out, you could run the following commands to update
xdg-open's default application for Web URLs to Chrome:
sudo xdg-mime default chromium-browser.desktop x-scheme-handler/http
sudo xdg-mime default chromium-browser.desktop x-scheme-handler/https
This approach works for LXTerminal on Lubuntu 14.10 and should also work for Thunderbird.