No Default Mail Client for .msg files
When reviewing .msg files in Windows Explorer, it's common to get a message reading, "Either there is no default mail client or the current mail client cannot fulfill the messaging request. Please run Microsoft Outlook and set it as the default mail client."
If you right click on a file and select Open with . . . you can set the option to always open .msg files with Outlook.
This should stop the error message from coming up in most cases. However, it will still appear when you try to review the files in the preview mode in Explorer if you are running a 32 bit version of Outlook on a 64 bit operating system.
Also try disabling add-ins for Outlook, such as the Adobe Acrobat add-in, if the problem persists.