I've had this problem for some time also. There is a 'supposed' fix on the
Microsoft Knowledge Base. I tried it and it worked for a while. I copied this
from the Help and Support site.
1. Click Start, point to Settings and then click Control Panel.
2. Double-click to open Internet Options.
3. On the Programs tab, ensure that Internet Explorer should check to see
whether it is the default browser is enabled.
4. Click Reset Web Settings.
5. In the Reset Web Settings dialog box, click to clear the Also reset my
home page check box.
6. Click Yes, click OK, and then click OK again to apply the settings and
close the dialog boxes.
7. Click Start, and then click Run.
8. In the Run dialog type regsvr32 urlmon.dll, and then click OK.
9. Click OK to acknowledge the success of the Urlmon.dll registration.
Anyway, as I mentioned earlier, this worked for a while. With my system now,
I need to have a web browser open before any of the hyperlinks work.
Maybe someone else has a more permanent solution.