Hyperlink to a file opens in IE instead of the default program

I have an Access 2007 database that includes fields with hyperlinks to image
files (jpg) stored on an external hard drive. When I click on the
hyperlinks, they are opening in Internet Explorer instead of the default
image editing program. It's happening the same way when I click the same
link pasted into Excel or Word.

I had this problem when I first got my computer with Vista and Office 2007,
but somehow it was resolved (wish I could remember how - or if it was even
something I knew I was doing to fix it!). It's worked fine for 3 years, and
then last month, I got a virus and had to format my computer and reinstall
everything. My data was preserved, and no changes have been made to the
database or it's settings, so this has to be a Vista or Office 2007 setting.
I posted this question in the Vista forum and was recommended here.

I have already made sure the file/program associations are correct - all
image file types should be opening with MS Office Picture Manager.

One result from an Internet search for similar problems suggested "go to
Tools, Folder Options, File Types, Advanced Button, and disable "Browse in
same window", however there is no Advanced Button that I can find in the
Folder Options dialog. I can't figure out how to disable that particular
feature.