Thunderbird question

[Bruce Marshall]

I've been looking at Thunderbird as a possible email client but am perplexed 
by one thing:

If there is a URL present in an email, and it's underlined and blue 
(indicating that T-bird knows its a URL)  clicking on it does not do 
anything.

Obviously there must be a setting somewhere telling T-bird what application to 
use (as in Firefox) but I have looked from one end of T-bird to the other and 
can't find any such setting.

Could someone hit me with a clue?

Thanks.