As per other suggestions, this should be done in the IIS configuration for your website using the IIS Admin tool.
There is however, another alternative - you can add a section in the web.config of your actual ASP.NET application, allowing you to override the IIS configuration right from your application:
<system.webServer>
<defaultDocument>
<files>
<clear />
<!-- Specify each of your files by order of preference here -->
<add value="Default.aspx" />
<add value="Index.aspx" />
<add value="MyOtherPage.aspx" />
</files>
</defaultDocument>
</system.webServer>
The caveat to this though is it may be a little obtuse when the IIS administrator can't figure out why the server configuration isn't working the way he's got it configured. It's not always right to do something just because you can.
Finally, just in case you don't have access to the IIS server or your IIS administrator has reasons for not adding Default.aspx to the default document list in the IIS configuration and for whatever reason, you don't wish to override the IIS configuration in your web.config file, then the quickest and simplest way is to simply create a file called default.asp in that directory containing:
<% Response.Redirect("default.aspx") %>
Default.asp is in the default document list on IIS. The code will automatically redirect the call to the correct page. The downside to this approach though is that there's a performance hit - every time someone calls default.asp - directly or otherwise, the redirect needs to happen which isn't free.