Welcome to the forums. Is it the same action prompting you?
Usually it will ask you for each individual action (for example. trying to post a picture with the facebook app will ask you which camera or gallery app to use, but that doesn't set the default for posting to Google+ or Instagram, so those would ask you too). That way you can use different apps depending on what you are doing.
But if you're setting the default for one app's action and it keeps asking you everytime (for example, every time you try to post a picture with Facebook), there might be something else wrong.