and a lot depends on the type of link. But before we get there you should tell your friend 'NEVER CLICK ON A LINK IN AN EMAIL' if you must open it, highlight it, hit 'CTRL' + 'C' open the browser, place th cursor in the URL address winfow and hit 'CTRL' + 'V' this will past the link as SHOWN, not as embedded.
Way to many nasty surprises are hidden in embedded code inside links in emails.
Now possible causes of not working.
1. Security feature in Outlook Express, set to not allow auto opening of links - I have never seen this setting but I'm told some of the latest versions have it (I stopped using OE years back).
2. Security setting in MSIE not allowing links opened from OE.
3. The file association setting may be messed up.
4. The link requires your system to have some special plug in to run, eg Java, Active X commands, ASP or the like - and the system does not have them.
5. (High probability) He has a firewall or good Anti-Virus software on the system and the link does have malicious code, it got detected and shut down by the firewall or AV software.