Interesting...
Since you have managed to get to the ebay website, it is clear your internet is working. It is unlikely that your cable modem is the problem. Microsoft's troubleshooting "tips" sometimes don't even apply to the problem you are experiencing.
When you click on an e-mail address, the computer is supposed to open your e-mail program and create a message addressed to that person.
Try this: Go to the tools menu, click internet options, go to the programs tab. Then look at the setting for "E-mail." It
should show the program you use to send and receive e-mail. If not, then you've found your problem; change it to your e-mail program and things should

work. Be sure to note the original setting, if this doesn't work, you'll wan't to set it back
If it doesn't work, try manually starting your e-mail program (or website, it you have an online mailbox) and copying the address by hand and send the message. If this works, then it is just a matter of telling figuring out why your browser browser won't communicate with your e-mail program.
hope this helps...
~psi42