How do I get MSN.com to stop popping up when I click on an email link?

When I am reading my email on Windows Live Mail, and I click on an email link with the intention of sending a message to the linked address, instead of my email opening, I get sent to MSN.com. I have no idea why and I would like to put a stop to this happening. I certainly did not make a decision to have this intrusion into my email habits. The same thing happens if I am on a web page and I click on an email like. Then I must go through the process of copying the email address, and pasting it to a message on Windows Live Mail. I feel as if MSN.com had hijacked my computer. Is it Malware or a virus?