XP sp2 Error "Could not perform this operation b/c the default client is not properly

I am getting really frustrated with programs that I have that have a support link as an example and i click on the link and get the above message;
"could not perform this operation b/c the default mail client is not properly installed".

I did some googling on the error and wondered if it is a quirk in XP sp2 that can possibly have a workaround or a setting change or is it simply impossible to fix.
I hate having to go to OE and type in the support address or whatever the link is each time i want to email.

I would appreciate comments, thankyou