Any error messages?
If you get an error about restrictions in effect, you need to reset your internet settings in IE's Tools, Internet Options, Advanced tab. If it occurred after uninstalling Firefox or Chrome (and any program that opens HTML files) you need to repair the registry.
If resetting the Internet settings doesn't work (and they don't seem to for a lot of users), see
This operation has been cancelled due to restrictions for other things to try. Most people tell me that "Edit Registry part 2" was the fix they used.