IE setup problem with Eudora or other issue?

Microsoft Windows XP

I am trouble shooting a problem on an associate's computer. She is running
Eudora Pro and Internet Explorer. When she clicks on a mailto: link on a
web page she does not get a pop up email window. She receives the error
"could not perform this operation because the default mail clent is not
properly installed". Is there an issue with Eudora Pro 3.0.3 compatibility
with Internet Explorer? Or is there a default setting setup problem between
IE, OE, and Eudora? Any suggestions? I have searched google and found an
issue with Netscape and Outlook Express but nothing with Eudora.
Open Internet Explorer; Click Tools, Internet options; Programs and change
the default Default Email program from the dropdown box if required.

If this doesnt work please reply (letting me know if the mail client
succesfully runs by clicking its shortcut) and we can discuss the other
methods to resolve this.
Don't give up on my answering. It may take a couple of days. But I will
answer. Thanks, I forgot about the Internet Options, Programs.