Many users are confused by the message Outlook displays when they attempt to use IE's File, Send link to menu option. It says "Outlook blocked access to the following potentially unsafe attachments: filename.url." and they think Outlook is not going to send the attachment. What the warning message doesn't say is that Outlook will include the attachment when they send the message, however, if the recipient is using an Outlook version that blocks attachments, they may not be able to access it.
For this reason, I recommend using mailto_url to send text links in the message body. Users right click on the page and choose Send URL to… rather than the file send to menu, a message form opens in the user's preferred email editor with the URL and page title added to the message. Because it uses a different method to open the e-mail form, you can continue to use Outlook while the message form is open.
If you often send to the same people, mailto_url can be customized and installed multiple times.
Outlook & Exchange Solutions Gallery (link to download)
Send Links by E-mail in Windows XP (link to download and instructions to customize)
Published April 19, 2004. Last updated on May 8, 2014.