I believe the default mail client is set in IE. Go to tools, internet options, programs tab, and select outlook express under email. That should set it to be the default mail client though I don't see how that would prevent you from exporting your addresses. Are you just trying to export your wab file or whatever from inside the addressbook?
<A HREF="http://www.folken.net/myrig.htm" target="_new">My precious...</A>