The usual cause is IE not being able to determine what e-mail program to use, thus limiting the options. Go Control Panel->Programs->Default Programs->Set your default programs and reset Windows Mail, Outlook, etc as your default e-mail client. Then go into "Associate a file type or protocol with a program" and associate the "mailto" protocol (scroll to the bottom of the list) with the same e-mail client.
Let us know if it works.
Using Vista Home Premium. In Internet Explorer the options for sending a web page or link by e-mail are greyed out. The only option available is Shortcut to Desktop. In order to send a web page or link by e-mail is to save it to the desktop, open Windows Mail and attach the page or link to a new message. What can I do to activate these two options?