This is because you do not have a default program set up for opening up email. 

Ensure you have the following selected:
  1. The checkbox in Outlook is selected indicating that it is the default program this is done by goint to the Tools menu in Office Outlook, click Options, and then click the Other tab.
    Under General, select the Make Outlook the default program for E-mail, Contacts, and Calendar check box.
  2. Go to the Control Panel by clicking the Start icon in Windows > Control Panel > Default Programs
  3. Select Outlook as the default program for opening email