IE9 not linking to Office documents

[smurfomatic]

Peculiar problem with one of our new laptops. Set up with Windows 7 and Office 2010, if you go to a website with IE9 and click on a link to an Office doucment, nothign happens. Right click and Save Target, still nothing. Doesn't load an error page or anything, just sits there as if you've done nothing (but the hyperlink changes colour so I know it's been clicked on!)

 

Tried disabling all add ons, enabling all add ons, checked security settings as far as I can (we've got inspectors in from tomorrow so I'm rather busy...)

 

Links to PDF files, and html work fine. On ly happens in IE as Chrome loads the same links, just wondered if anyone else had this problem and found a solution?