links wont open

Hi,while using any of the these 3 messenger chat progs,yahoo,msn,icq.I paste a link into the chat window ok,when the recipient tries to click on to open it the hand appears ok but explorer fails to activate.However if the same link is copied and pasted into the address bar it works fine.Any clues would be much appreciated,I have had her update explorer just in case and the other progs all set to default,with no difference.The system is XP pro.Any clues would be appreciated and make me look a lot smarter ha ha ha .Thanks.

 

http://www.mvps.org/inetexplorer/answers2.htm#hyperlinks