This often helps: Click on the orb, then Default Programs, then
Set your default programs, then Internet Explorer. If you don't
get the message This program has all its defaults, click on Set this
program as default. Click on OK, then the X in the top right
of the window.
This assumes that you want to use Internet Explorer to open
these links; some people prefer to use a browser not from
Microsoft, in which case they should ask in a newsgroup
for that browser instead.