Just noticed this problem after the latest round of Microsoft updates, possibly to do with IE8 installation.
I always use Firefox, but I installed IE8 as backup/2nd browser from the recent round of Microsoft updates
If select a file and right click on it, then choose send to-->mail recipient ...it prompts me to set up a Windows Mail account. I use Thunderbird as email client and it always used to open a new compose email in thunderbird.
Default settings are correct for email, so I dont know why it is trying to open a Windows Mail.
I remember a while back I had a similar issue with mailto links trying to open in Windows Mail as well (when Thunderbird was default mail client). I stumbled across setting or checkbox somewhere that fixed it, but was so long ago I cant remember where (may also not be relevant)
Bloody Microsoft updates!
Anyone got any suggestions?