This fix is done in IE but the fix will result in all browsers (Chrome, etc.) being fixed.
In IE go to Tools > Internet Options > Set Programs > Set program access and computer defaults > Custom (and select the downward facing chevrons to the right of "Custom" > Windows Mail (under Choose a default e-mail program).
Click Start -> Run and type "mailto:email@example.com" (without the quotation marks) in the "Open" box. This replicates what happens when you click on an e-mail link on a web page.