Are you talking about when you press you contacts (soft) key, if so you need to change
HKEY_CURRENT_USER\Software\Microsoft\Today\Keys\11 2
HKEY_CURRENT_USER\Software\Microsoft\Today\Keys\11 3
112 is the left key and 113 is the right.
Set Default to what you want the key to read (ie. SMS)
Now for each key create a new string named Open and set the target path.
You will need a registry editor like
PHM Registry Editor