Not sure if you cna change it at all, but C:\Program Files\Adobe\Adobe Illustrator CS3\Presets\Brushes would be a good place to start.
The default brush palette -- the one you get when starting a new document -- can indeed be customized as a startup state. The procedure, however, depends on the version of Illustrator.
Please state your AI version and platform (OS and version).
I run CS4 and Mac OSX 10.5.8