You can also download firefox and see if the links work there. At least you would know where the problem lies.
If determined to live and die by IE, you can try these in IE:
1. Start
2. Settings
3. Control Panel
4. Internet Options
5. Security tab
6. Reset all 4 security zones to Default
1. Start
2. Settings
3. Control Panel
4. Internet Options
5. Privacy
6. Restore 1 Default button
1. Start
2. Settings
3. Control Panel
4. Internet Options
5. Advanced
6. Restore 1 Default button
You may need to do the following as well
1. Start
2. Settings
3. Control Panel
4. Internet Options
5. General tab
6. Remove cookies, temporary files and history
Kudos to Raptor and Fed