It sounds to me like the msjava.dll file is not registered properly.
To register msjava.dll properly:
Click Start, click Run, type the following command in the Run dialog box, and then click OK:
regsvr32 msjava.dll
You might have to repeat the above steps for each of the following .dll files
as they also have to do with opening a link from Outlook Express:
regsvr32 mshtml.dll
regsvr32 shdocvw.dll
regsvr32 browseui.dll


