The default applications that you can clear in the "Manage Applications" view are for URIs (URLs, file extensions, ...) only. You can not set the default SMS Application by this. There is no way to set something like the default SMS application on Android explicitly.
There are three approaches to switch away from the stock SMS app to another one:
Install the alternative SMS app and disable notifications in the stock app. Little Drawback: The SMS messages will still appear in the stock app.
At least Handcent and GoSMS provide a feature that blocks "duplicate messages", which prevents the SMS from show up as "duplicate" in the stock app inbox. Drawback: Other Apps, that are also listing for incoming SMS messages, e.g. because they trigger some action when magic word appears in the SMS, won't work either.
Root your phone, uninstall the stock SMS app and install another one.
I suggest you go with the first option.
Technical Background: As I sad before, you can not set the default SMS application on Android. That is because incoming SMS are propagated by the system with an so called intent broadcast. Every app can register for this SMS intent. So if you install a second SMS app, both apps, including the stock app, will receive the SMS (via the intent) and put it in their inbox. Apps can also abort the intent broadcast, which is exactly what the "block duplicate messages" option in GoSMS and Handcent does. But then no other app that wants these intents is able to receive them.