Edit /etc/slimski.local.conf file and reboot after editing.

sudo nano /etc/slimski.local.conf

… save and quit

Ctrl o
Ctrl x

If not wanting to change default session using some editor, the session can be changed replace text method via command line.

From rox-icewm to zzz-icewm

sudo sed -i 's/default_sessiontype rox-icewm/default_sessiontype zzz-icewm/g' /etc/slimski.local.conf

From zzz-icewm to rox-icewm

sudo sed -i 's/default_sessiontype zzz-icewm/default_sessiontype rox-icewm/g' /etc/slimski.local.conf