Hyperlink in Email Error Message

I'm using Outlook 2007 on Windows Vista, with Firefox 2.0.0.12 as default browser.

When I click on a link in an e-mail for the first time after starting Outlook for the day I get an annoying error message that says "General Failure [blah blah] unable to open URL [blah blah]" before Firefox opens up at the requested URL. And then usually every time after that for the current session of Outlook, it "remembers" and doesn't have any more problems.

Would really like to stop this annoying nag box.

I have checked Firefox settings and yes, it is set as Default browser.