Nitro,
When you click on a 'contact me' button or link you are actually issuing a command to start up your email client software and begin a new email message. If your email software is incorrectly installed or configured you'll get the message you refer to, likewise (although less likely) with Internet Explorer.
I suggest you first ensure your email client is set to be the default email handler (somewhere in OPTIONS/EMAIL SETTINGS in outlook express). If this setting is OK you may well have to re-install your email software which (assuming Outlook Express here) you'll probably find on your Windows XP CD-Rom.
I hope this helps.
Simon