I assume you don't mean the Run-->Selected Steps
option from the context menu (see attachment 1)?
Apart for setting this for each individual step you have some additional options. You can set the entire test to execute against a specific browser (attachment 2). Keep in mind this will only kick in when executing the test as part of a TestList. Additionally you can set the entire TestList to execute against a specific browser from the TestList options.
Let me know if you have additional questions on this.
the Telerik team
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