Microsoft Word opens Internet links

This just started recently, but every time I get a link sent to me over Skype or a program wants to update and says click here to update, it opens Microsoft word 2010 instead of my internet browser (Firefox) and it is really annoying. I am running windows 7 64 bit, and I have tried to right click the links to get to the option "open with" but all the links I right click only have the options to copy link location and copy selection, but that option is always greyed out. If anyone knows how to fix this and to get it where links always open from the internet, it would be greatly appreciated.
 
-Open the Control Panel
-If your view is Category, click Programs, then Default Programs
-If your view is Icons, click Default Programs
-Click on Set your default programs
-Select Firefox from the program list and click on Choose defaults for this program
-Look for any items on the list that have Word set as the default and put a check mark in the box next to them
-Click Save
-Click OK

Try and open links to see if they open properly.
 
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