It sounds like you are manually opening torrents from your desktop & the default to open them is Azurus. What you should do is open Transmission & go to the option (probably under file menu) that says open torrent.

If you need to change default for opening a particular file, get ideas from this example: How to change default program in OSX, but in your case you would choose one of your torrent programs if that's what you wish to change a default program to open with is for & of course do it with a torrent file.