Cannot open links sent in emails in web browser

It has been a few days now since I noticed that when I click on links that are sent to me in emails that they do not open in my web browser.
I have Windows Vista Home Premium installed on my desktop with Microsoft Office 2003. I use Internet Explorer as well as Mozilla Firefox. When I click on links, It shows an error:
Restrictions

This operation has been Canceled due to restrictions in effect on this computer. Please contact your system administrator.
I read that this normally occurs when Internet Explorer settings are messed up and that certain information needs to be changed in the registry but I have no idea where to start.
Any response would be appreciated.
