Quick Question to Blogland

Does any one out there have any idea why, when I click on some blog links I get "cannot open with internet explorer" ? Then, even though I can see the "offending" blog, it aborts. It is a real pain, as I am a dt member for 2 challenge sites, and feel like I am not being fair to entrants when I can't leave a comment for them :(
Any suggestions greatfully recieved XXX