I wish I had left my CoH install on my Flash Drive in order to test this properly, but from my attempt at an install, it worked great up until it needed the CoH directory. I clicked the links while using an IE Browser, is your Setup different Steiner?
I'll double check it again tonight on my PC.
Side not, Steiner, I know you saw some rudeness in that Post, but read it with some sarcasm instead, that's how it should be coming across.