Problem occurs when file extension is not associate with outlook, to fix it:

1. Open "My Computer".

2. Go to Tools menu > Folder Options.

3. Click the "File Types" tab.

4. Click New.

5. Type the file extension (link extension) and click OK.

6. under the registered file types, Click to selected file extension.

7. Click Advanced.

8. In "Edit File Type", type the file extension next to the icon.

9. Click New.

10. In the "New Action" type Open for Action.

11. Type the path to Outlook (default “C:\Program Files\Microsoft Office\OFFICE12\Outlook.exe”).

12. Add /x “%1 to the path (looks lik this: “C:\Program Files\Microsoft Office\OFFICE12\Outlook.exe” /x “%1″).

13. Restart Outlook 2007.