Can’t open New Email pop-up

When I am visiting a web site and click a link to email directly from the web site, instead of popping up a New email screen so that I can email, I get the message “Cannot find Program.exe”. I understand that this just means that it does not know what program to associate with this, but I do not know how to rectify the problem. I am running W98, Outlook Express 5, IE 5.

Thank you and I appreciate any help….
lmcdonald@wickett-craig.com