Crystal Ball© says you're running IE7 Beta.

Courtesy of MVP Robear Dyer:

[Control Panel Add/Remove Programs ] Set Program Access and Defaults
Browser: IE *must* be chosen here if you're running IE7 Beta 2 and want such
links to work.

Beta testers of IE7 Public Preview are asked to post their comments to
microsoft.public.internetexplorer.general newsgroup.

On the web:
http://www.microsoft.com/communities...orer. general

In your newsreader:
news://msnews.microsoft.com/microsof...plorer.general
--
Bruce Hagen
MS MVP - Outlook Express
~IB-CA~

"Jerom" wrote in message
...
Clicking on a hyperlink in an email opens a folder in Documents and
Settings,
rather than Interner Explorer.

Please advise