I am using Micorsoft XP and I have just downloaded an upgrade from Microsoft, and now when I click on a link that is contained in e-mail I receive on Outlook express it does not take me to that location.
Any ideas of what I might have done wrong?

Simplest suggestion first:

Click Start > Run, and then type in
REGSVR32 URLMON.DLL


Also, do you just have one web browser? Internet Explorer?

Yes I have Internet Explorer as my browser.
When I click on links in other programs it will sent me to those links, it is only Outlook express that does not send me to them.

Please confirm you did this:

Click Start > Run, and then type in
REGSVR32 URLMON.DLL

Where does it take go when you click the link?

It does not take me anywhere, it brings up a info box that says:

( DLL Register Server in URLMON.DLL succeeded )

So that was all I got because it then had a OK box at the bottom of the info and when I clicked that the info box went away.

If you know anything else I would appreciate it and I think for what you have told me so far.

First, remember that links only work in emails received. Clicking on links in emails you are creating does not work yet, and this is by design. After you send the email, you will be able to open and click the links and they will work.

Do each of the following ONE AT A TIME, then restart Outlook Express and see if links in a received HTML email finally start working.

Tip #1 - Reset DLL Registrations
Quit all programs that are running
Click Start -> Run
Type regsvr32 urlmon.dll and then click OK
When you receive the "DllRegisterServer in urlmon.dll succeeded" message, click OK
Repeat, substituting each of these additional DLLs:
Shdocvw.dll
Msjava.dll
Actxprxy.dll
Oleaut32.dll
Mshtml.dll
Browseui.dll
Shell32.dll (Windows XP and Windows 2000 only)

Tip #2 - Reset Internet Explorer
Start Internet Explorer
Click Tools -> Internet Options -> Programs Tab
Click Reset Web Settings
Make sure to also uncheck "reset my home page" check box
Finally, go to the Advanced tab and click Restore Defaults
Close Internet Explorer
Restart Outlook Express and click a link in an HTML email
Note: If you had customized any IE settings, you will have to make your changes again after this reset.

Tip #3 - Repair Internet Explorer
Go to Control Panel -> Add/Remove Programs and choose Internet Explorer
Select Remove Program
You will be offered the option to Repair Internet Explorer
Select Repair
Reboot the machine when the routine is finished.
Open Outlook Express and click a link in an HTML email

Tip #4 - Set Internet Explorer as Default Browser
Click Start ->Settings -> Control Panel
Double-click the Internet or Internet Options icon
Click Programs
Make sure that the Internet Explorer should check to see if it is the default check box is selected, click Apply
Click OK
Open Internet Explorer
When the following prompt appears:
"Internet Explorer is not currently your default browser. Do you wish to make it the default?"
...cllick Yes

Tip #5 - IEFix Utility
Download IEFix.zip (http://www.winxptutor.com/download/iefix.zip)
Open the zip file and run the utility inside
It is a general purpose repair utility for Internet Explorer which repairs Internet Explorer by registering it's core DLL files. Additionally if it detects Windows 2000/XP as the Operating System, it runs SFC to restore missing or corrupt Windows system files.

Requires Microsoft VB6 runtimes for Windows 98/ME systems, if you don't have them, download here:
Microsoft Download Center (http://microsoft.com/downloads)

Tip #6 - File Associations
Click Start ->My Computer
[l*]Select Tools -> Folder Options -> File types
Locate (NONE) URL:File Transfer Protocol in the Registered File Types listing
Click Advanced
Click open and then click Edit
Make sure your browser is listed in the Application used to perform action section...for instance:
"C:\Program Files\Internet Explorer\iexplore.exe"
-or
"C:\Program Files\Mozilla Firefox\firefox.exe" -requestPending -osint -url "%1"
Click OK -> OK
Click on (NONE) URL: Gopher Protocol
Click on Advanced, then click open, then click Edit
Make sure your browser is listed in the Application used to perform action section...for instance:
"C:\Program Files\Internet Explorer\iexplore.exe" -nohome
Click OK -> OK
Click on (NONE) URL: HyperText Transfer Protocol
Click on Advanced, then click open, then click Edit
Make sure your browser is listed in the Application used to perform action section...for instance:
"C:\Program Files\Mozilla Firefox\firefox.exe" -requestPending -osint -url "%1"
- or
"C:\Program Files\Internet Explorer\iexplore.exe"
Click OK -> OK
Click on (NONE) URL: HyperText Transfer Protocol
Click on Advanced, then click open, then click Edit
Make sure your browser is listed in the Application used to perform action section...for instance:
"C:\Program Files\Mozilla Firefox\firefox.exe" -requestPending -osint -url "%1"
- or
"C:\Program Files\Internet Explorer\iexplore.exe"
Click OK -> OK -> Apply -> Close
At this point if your Outlook Express links still don't work, go back into the File Type settings in Tip #6 and uncheck the Use DDE box in the Edit section where you set the browser.

Tip #7 - Update your Internet Explorer via Microsoft Windows Update (http://update.microsoft.com/microsoftupdate/v6/default.aspx?ln=en-us)

Thanks I will try these as I have time and let you know what happened.

I knew about the links working only one the e-mails that I have received.

I appreciate you trying to help me out, I have a little computer savvy, my son says I have just enough to be dangerous,

Thanks again for helping me.