usual fix is to reset web settings in IE's options.
http://www.slipstick.com/problems/firefox.htm

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Diane Poremsky [MVP - Outlook]
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> When I receive any email with a web link and I click on that link, my
> computer automatically goes to a pop up box called 'Locate Link Browser'
> looking in 'My Documents'. What do I have set up wrong? This has been a
> problem since installing 2003 Office Student & Home.