Here is a link to a support article for when links in your email does work. There may be something in there that may help you:
http://support.microsoft.com/support/kb/articles/q177/0/54.asp
Kleinkramer posted:
To start with, do some cleaning: Shut down Internet Explorer and Outlook Express.
Go to Control Panel/Internet, and clear your temporary Internet Files.
Now click on Settings/show files, and delete your cookies.
Or, if you're running IE 6.0, delete your cookies on the Privacy tab.
Also clear your History.
Now go to the Advanced tab, and click Restore Defaults.
And go to the Security tab, and click restore defaults there as well.
Now first try setting IE5 as your default browser. Go to IE tools/internet options/programs and turn on the check box for IE to check if it is the default browser. Shut down and restart IE. When it asks to be default browser, say yes. This is absolutely vital if your hyperlinks are to work.
Also have a look at this MS article:
http://support.microsoft.com/support/kb/articles/q177/0/54.asp
It appears to refer to OE, but it's relevant all the same.
It's also advisable to run IE Repair, if you have it available.It often repairs these file asssociations:
http://support.microsoft.com/default.aspx?scid=kb;EN-US;q194177
You could also try registering the concerning dll's:
Go to Start/run, and run the following commands one after the other, eath line followed by 'enter':
regsvr32 shdocvw.dll
regsvr32 urlmon.dll
regsvr32 comcat.dll
regsvr32 actxprxy.dll
regsvr32 Shell32.dll
regsvr32 Oleaut32.dll
regsvr32 Actxprxy.dll
regsvr32 Mshtml.dll
Run each line individually. After each run, you should see a short message stating the command was successful.