It should be able to be changed in the Control Center under URL Handlers in the Document Handlers category. Just change the default from Mozilla to Opera, although I'm not exactly sure what needs to go in that handler space.
In RH8 the control center is just a bunch of control panels such as you would see in Windows. There is a Files and Programs control panel, but nothing called URL Handlers in it. I switched the file association of .html from "htmlview" to opera, but that had no effect. I've also used the "Default Applications" panel to switch the default browser from Mozilla to Opera. But again this had no effect.