The main documentation page is opened when you enter the name of your application into the Mathematica help system search field. Starting with Mathematica 7, you can choose any notebook to be the main page (in Mathematica 6, only a guide page can be the main page).
The main page is set by the MainPage setting in the PacletInfo.m. The PacletInfo.m editor documentation page provides a button to do this automatically. First, if no main page is set, this is indicated with the text 'No main page has been set for your paclet', as shown below.
To set the main page, you should select a documentation file and then click the Set Main button, as shown below.
After setting the main page and rebuilding your documentation, this page will be opened when you preview your documentation.
If the Set Main button in the PacletInfo.m editor is disabled when you select a documentation file, this might be because your application has been set to work for Version 6. Check the Mathematica version setting in the main page of the editor. If you want any page (not just a guide page) to be the main page, then it should be at least "7+" as in the following.
Note that this will mean your documentation will not work in Mathematica 6.
In Mathematica 6 only guide pages can be the main page. The Set Main button of the PacletInfo.m editor documentation page will still set up the main page for you even if the application is specified for Version 6; it will just work in a different way.
In Mathematica 6, the main page is specified by adding a Resources setting in the PacletInfo.m.