I'm getting an error message when I try the click on a link in an email. No associated application could be found. How do I fix this problem?

Is this a one-off or a general problem? If a one-off, is it a link to a web page or something else? If not a web page, try control-clicking on it and choosing to download the linked file. This will at least access the file though it might be to something you don't have an application to open with. If you do this, what sort of file do you get? - select it and hit command-i to get information on it.