You are probably running either Outlook or Lotus Notes in corporate or workgroup mode. These block DDE messages. One solution is to run Outlook in Internet mode. Alternatively, make your associations without using DDE as follows:
1. In Explorer click on Tools and select Folder Options
2. Select the tab File types.
3. Select the file type from the list and click Edit.
4. Under “Actions” select the “open” option click Edit.
5. Clear the option “Use DDE”
6. In the box called “Application used to perform action” add “%1” (including the quotes) to the end of the line.