This is actually a security feature in new versions of email programs — the way a lot of scam artists trick you online these days is by creating links that LOOK like one URL but actually point to another location entirely. By disabling this functionality inside the mail client it’s essentially protecting you from yourself — by the same token, it may be a good idea to avoid clicking on attachments sent to you via email as well, and absolutely never click on an attachment that you weren’t expecting, especially if it’s an .exe file. Clicking on links and attachments willy-nilly is the surest way to get your computer infected by spyware, trojans and viruses.