Changing Zone Settings to Internet on the Security tab does not resolve this problem. You can find the Security tab in Outlook Tools under Options.
Steps to reproduce the problem
Put the following code sample in an Outlook message as a hyperlink.
Press CTRL+CLICK to run the code sample in step 1.
You may see a window quickly appear and then disappear. You may hear an error sound. Other than these two symptoms, there is no other warning or error that is generated.
You can also reproduce this problem if you put the code sample in step 1 in a Microsoft Word document or in a Microsoft Excel spreadsheet. You can also reproduce this problem if you run the code sample in step 1 from the Run dialog box in Windows XP Service Pack 2.