There can be a few reasons why they r not executing. THere are some viruses
and adware/maleware programs that can causes this.
Hopefully your settings have been set to a very restrictive state. GO to
internet options, select the security tab and check your settings take the
default if not sure.
Also, you might have a firewall misconfigured that is not allowing access
and some internet security programs can cause this too/
Click start and go to run.
Type in the following and click ok to each one. You should receive a
suceeded message.
regsvr32 urlmon.dll
regsvr32 Shdocvw.dll
regsvr32 Actxprxy.dll
regsvr32 Oleaut32.dll
regsvr32 Mshtml.dll
regsvr32 Browseui.dll
regsvr32 Shell32.dll
Now try to open your links to see if it worked.
If not, try right clicking a link and choose open in new window. Did it open?