Sending a link to the current page isn't hard. Click on the word Page in the menu area, then send link. I haven't been able to figure out how to right click a link and send the link without actually opening it. That's easy in Firefox, but so far I can't find it in IE8. I don't recall what was possible in earlier versions of IE.

The problem appears to be IE8, not your choice of email. In Vista, OE has been replaced by Windows Mail. No difference from what you're experiencing.