Outlook hotlinks

[Paul]

Hi,
I'm running WinXP Pro. In Outlook 2002, when I click on
any 'hotlink' in received mail, I get the following
message:

"This operation has been cancelled due to restrictions in
effect on this computer. Please contact your system
administrator".

I am the only user on this system (i.e.. Administrator).
Could anyone Give me a hint as to correct this problem?

Thank you.

Paul