Hi,
Try these things. Open Internet Explorer, go to Tools Menu > Internet Options. Here click the "Advanced" tab and then click "Restore defaults" button. Click "Apply" and "OK". Then restart IE and check whether the links open correctly.
If not, then go to Internet Options again, and then clcik "Programs" tab. Here click the button "Reset web settings" and click "Apply" and "OK". Restart IE and check.
If the above two things does not work, then go to Internet Options (again!) and click the "Advanced" tab. Here uncheck the option "Enable third party browser extensions" and click "Apply" and "OK". Restart IE and check whether it works correctly or not.