That’s ok. The CTRL + click only works in Microsoft Outlook as far as I know, so you don’t have to worry about that if you’re using Live Mail.
Did you try setting a browser as your default? If not, do that. When you open a browser (be it firefox, IE, chrome, opera, whatever) it should ask if you want to make it your default. If it doesn’t ask you, then just follow the steps that I provided in my first post.
If you have windows 7 or Vista, you can use the “Default Programs” applet in the control panel to set a default browser as well.
I’ve never heard of avast not allowing links to open from an email yet, so I doubt this has anything to do with avast.