Got it to work at my end and posted back.
I think either Windows Live or your anti-virus had got at the link, so that they could "have a peek" as you clicked through from Outlook Express, and maybe provide their services to you. They do that by prefixing extra commands to the link that makes requests go via them.
The work-around is very easy, just look for the "http", and discard everything before that. I hope it helps.
