There have been several instances where the previous tip using regsrv32 does not solve the problem with hyperlinks not working.
In this case try:

1. Open Internet Explorer
2. Go to Tools -> Internet Options
3. Click on the Programs tab
4. Click on the Reset Web Settings button

If you click on a hyperlink in a web page and only a blank window appears,

1. Go to Start -> Run
2. Then enter regsvr32 urlmon.dll
3. Click OK when finished
4. If that single change does not resolve the problem, repeat the process by running regsrv32 with the following dll files.

• Shdocvw.dll
• Msjava.dll
• Actxprxy.dll
• Oleaut32.dll
• Mshtml.dll
• Browseui.dll
• Shell32.dll (Windows XP and Windows 2000 only)