As David writes, it is a default set on a data structure. However what is not clear is how the new record is being created? Screen, workflow, API?
Also on what field did you set the default? Is the field mandatory (AllowNulls = false)? Because if the field is NOT mandatory defaults only work on screens, not e.g. when setting a value through XSLT in a sequential workflow.
Solution: this way it works only when you add new record in a partner role tab. So to add a role automatically there must be used either State machine functionality or Template functionality. This time more suitable for me was template, so when new record of a master entity is created there is a template used that does the rest. In my case adds new role accordint to the form from which new record is created.