You'll need to edit /YOUR_ADMIN/orders.php to make that change (this really should be a store-configuration item, IMO). Find the following section towards the bottom of the file:
<tr>
<td class="main"><strong><?php echo ENTRY_NOTIFY_CUSTOMER; ?></strong> [<?php echo zen_draw_radio_field('notify', '1', true) . '-' . TEXT_EMAIL . ' ' . zen_draw_radio_field('notify', '0', FALSE) . '-' . TEXT_NOEMAIL . ' ' . zen_draw_radio_field('notify', '-1', FALSE) . '-' . TEXT_HIDE; ?>] </td>
<td class="main"><strong><?php echo ENTRY_NOTIFY_COMMENTS; ?></strong> <?php echo zen_draw_checkbox_field('notify_comments', '', true); ?></td>
</tr>
To change the default to "No Mail", you'll make the following **highlighted **edits:
[B]<?php
//-bof-Change default setting to "no email"
?>[/B]
<tr>
<td class="main"><strong><?php echo ENTRY_NOTIFY_CUSTOMER; ?></strong> [<?php echo zen_draw_radio_field('notify', '1', [B]false[/B]) . '-' . TEXT_EMAIL . ' ' . zen_draw_radio_field('notify', '0', [B]true[/B]) . '-' . TEXT_NOEMAIL . ' ' . zen_draw_radio_field('notify', '-1', FALSE) . '-' . TEXT_HIDE; ?>] </td>
<td class="main"><strong><?php echo ENTRY_NOTIFY_COMMENTS; ?></strong> <?php echo zen_draw_checkbox_field('notify_comments', '', true); ?></td>
</tr>
[B]<?php
//-eof-Change default setting to "no email"
?>[/B]
It's "good practice" to add some sort of comments surrounding your changes to core- (and template-override-) files so that it's easier to merge those changes on the next Zen Cart update.