Some people use a program for their email (for example Outlook Express).
Other people use a website for their email (for example mail.yahoo.com).
When you click on an email link on a web page, your computer will open an email program on your computer (normally Outlook Express).
If you have more than one email program on your computer you can change the settings to tell your computer which one you want to use*.
However, if you use a website for your email, you can't do this.
So, when you see an email link on a website, right-click it and select "copy shortcut". Go to your web page, click in the "To" field, hold down the CTRL key and press V (CTRL+V is the shortcut for 'paste'). Delete the 'mailto:' before the email address.
*to choose the email program that Internet Explorer opens, go to Tools -> Internet Options -> Programs -> E-mail.