In IE9 click File -> Send -> Link by email. If you don't see File on the menu bar, press the Alt button and it'll show it.
Good luck.
Before I upgraded to WLM 2011 I could send a web page by Windows Live Mail by clicking on File, Send to, then choosing link or page. On WLM the send to is grayed out. Is there another way other than all the copy and paste thing?

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