Try this
This can occur when another program has registered itself as the default application for browsing the web. If this program is not well written, or it has been uninstalled, outlook express cannot launch a browser window when you click on a link within an email.
To remedy this problem you must re-register Internet Explorer as the default browser.
Start Internet Explorer
Select the Tools->Internet Options menu
Select the [Programs] tab
Look for a checkbox labelled "Internet Explorer should check to see whether it is the default browser"
If this checkbox is not ticked, then this is the cause of the problem, so tick it!
Click OK
Close Internet Explorer
Re-open Internet Explorer
Close Outlook Express
Re-open Outlook Express
And try this if above does not work
Turn off the Option to Use the Unsafe File List
To turn off the Do not allow attachments to be saved or opened that could potentially be a virus option:
1. Start Outlook Express.
2. On the Tools menu, click Options.
3. Click the Security tab, click to clear the Do not allow attachments to be saved or opened that could potentially be a virus check box under Virus Protection, and then click OK.