Do you have a pop-up stopper?
Try turning it off.
The only way I can access links in C|Net email or other emails that have links in them, is to cut and paste to Microsoft Word.
I just upgraded to XP Pro and have SP2 installed. I did not have this problem win I was running Win2k.
Any help would be appreciated.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic