Yes ... select one of the torrents & press Command (apple key) i __ ⌘ i to get info. Then go to the open with option & choose Azureus, click the Change all button. Changing default program is described here (example is video): How to change default program in OSX (click on blue link)

That way every time you double click a torrent you have downloaded from a site, it will be loaded into Azureus & not LW.