When IE is not the default browser among other reasons. Try the usual. Set IE to the default browser and use the HTM/HTML association fix at the next link.
The message below appears to be a common complaint. In my case, it appears on clicking highlighted and underlined links received in Windows Live Mail, I am running Explorer 8 and Wndows 7 Ultimate.
The displayed message on clicking the highlighted links reads:-
"This File does not have a programme associated with it for performing this action. Please install a program or, if one is already installed, create an association in the defaults program control panel"
Does anyone have a solution to this problem?