As some people have already answered, this was possible in Internet Explorer (before IE 7, I think maybe not so), using something similar to
document.setHomePage('www.example.com');
I don’t think any browser supports it. However, I will definitely try to convince you otherwise. Most people do not want their settings to automatically change, even if it is caused by a mouse click or other action. It is also likely that overly sophisticated “defense” programs will leap around the world and harm them as a malicious attack.