Windows Mail wont open hyperlinks

Im using Windows Mail in Vista OS. When I receive emails that have hyperlinks in them, clicking on the hyperlink does not take me to the site. Is there anything in Windows Mail Options that Im missing?
Do you have "block images etc etc" ticked in the security tab of options ? I think it might be the default.
Sometimes in some e-mail programs you must hold down the CTRL key. You can then hover your mouse over the hyperlink and click to follow it. Mail might have an option to disable it, but I use Outlook so I wouldn't know.
If i am not mistaken Kairo is right. You have to hold down the CTRL key. Just hover over the link for a second. It should tell you how to open it.

Hyber text is the descriptive text that appears as a link (a title or what the user sees). Hyperlink is the link itself that navigates you to the location it has been set up for.