Do you have the mail format set up for text, rich text or HTML? On the main menu bar -- main Outlook window-- go to tools, options, click the tab for mail format. In the first section, there is a drop down that gives you the option for mail format.
Choose rich text or HTML format. If you choose HTML you may also set choices for changing stationary and setting up your e-mail signature here in the next sections down, too.
Click apply and okay. You should now find that your e-mail links are easier to follow.