There is no email application specified in Internet Explorer.
To correct this please follow the steps below:

Go to Tools, Internet Options, Programs, Email and Add Microsoft Outlook or another MAPI compliant email application in the Email field.

Note: If Microsoft Outlook 2000 or higher is installed on the workstation and does not appear in this list, ensure that the network user is logged in with local administrative rights and Update/Repair Microsoft Outlook 2000 installation.