Why cant I use the links in the emails I receive?

Why cant I use the links contained in the emails I receive? Popup box states, "Windows cannot access the specific device, path, or file. You may not have appropriate permissions to access the item." Everything else seems to be working ok. My aol email account works just fine. If it was my pc wouldn't the same be true for my other email account? I dropped yahoo because of id and password problems, I'ld really hate to drop live.com. This is my pc and I'm the administrator. I'm running automatic updates so everything should be current.