Links Outlook Express Email open to file explorer

I'm trying to troubleshoot a problem with my folks computer. They have been using Firefox as default browser, and Outlook Express for email. Clicking on any link within email opens up an explorer of their My documents rather than firefox. Making IE their default browser then allows email links to opened in IE. Changing default back to Firefox restores the same problem. Any way to solve this (they refuse to use Thunderbird for email)?

Thanks!