Left click on URL gets error message

For the last few weeks when I left click on a URL in my mailer I get routed to the desktop in Windows Explorer (7). In order to access the URL I have to right click and check ‘Open in browser’. From the same time I am unable to store a working shortcut to another mail program (which has always previously worked fine) — when I click on it I get the error message ‘This file does not have a program associated with it for performing this action …’

Any ideas?