On a Mac in OS X, I think you set the preference you're referring to in the Finder, not in Quark. For instance, in the Finder, right-click (or control-click) on a .eps file and select "get info" from the contextual menu. Toward the bottom of the Get Info window is an area where you select "Open with:" Toggle the triangle to see what will open the file, if the triangle isn't already pointing down. In your case, it will probably say Preview. Click on the drop-down menu, and scroll around til you find the app you want--say, Illustrator. Then, click the "Change All..." button to associate all .eps files with Illustrator. Click through the dialog box that pops up and confirm your choice.
I think that should do it, but to be honest I haven't tried this out to fix the problem with "Edit Original" that you're referring to. You may want to change the "Get Info/Open with" for one file (don't click the Change all button) and test it first.