and do try it first--follow the resolution steps in this link:
or you can check the following (This method involves manually editing the file type association):
1. Double-click the My Computer icon.
2. On the View menu, click Folder Options (Microsoft Windows 98) or Options (Microsoft Windows NT), and then click the File Types tab. In Microsoft Windows 2000, click Folder Options on the Tools menu.
3. In the Registered File Types box, click URL: Hypertext Transfer Protocol. In Windows 2000, click File Types to sort the files alphabetically. The programs that are listed in the Opens With box are the programs with which hyperlinks are currently associated.
4. If the program in the Opens With box is Iexplore (Microsoft Internet Explorer), click the Edit button. If another program, such as Netscape, is associated with this file type, you must troubleshoot that program to reassociate the file type. (hint--make MSIE your default then change it later.)
5. In the Edit File Type dialog box, be sure that open is listed in the Actions box. If open is not listed, click New, type open in the Action box, and then click OK.
6. Click open, and then click Edit.
7. In the Application used to perform action box, you see the following text, including the quotation marks:
In some cases, the "%1" may have been replaced by something else.
8. Save these settings, and then repeat the process for other URL protocol file types.
Then too, some programs that control pop-up windows and advertisements can stop hyperlinks from working. Also, some third-party add-ins are known to cause a problem and must be uninstalled when misbehaving in this way.