In premiere you start a project, a project doesn't have any video, you add the video to a sequence.
When you use the start a new project wizard on start up. You select the template, actually its called a "sequence template" start a new project, after you pick the directory you are presented with the "sequence template" dialogue. My guess is your selecting the Digital SLR - 1080p preset.. you can do this, but once you have it selected click on the "settings" tab and you should see the audio sample rate , I have a 96khz option.
You can get to this same dialogue after you've create a sequence by selecting the sequence in the project browser and choosing Sequence->Sequence settings menu.. however, you cant CHANGE the sample rate, you will have to create a NEW sequence.. bu going to the menus.. file -> New Sequence.. this brings up the dialogue and you can use the settings tab to set the new sequence to 96k
There, that should fix you up.