Yeah, that isn't the problem - it is opening outlook to send the email, so it knows it is the default program. Not to be insulting, but you have confirmed this on more than one site, correct?
The address is passed in the HTML link, and you shouldn't need to tell your program to retrieve it. I'm almost guessing it would be a problem with your browser settings rather than with your email settings.
Have you gone to windowsupdate.microsoft.com and made sure you have all the updates for your OS?