What kind of Windows Version do you have?
On XP and 2K you should be able to open a command window and type:
start http://phex.org
This should then open a browser.
Also a browser should open if you do START - Run... and type in the window:
http://phex.org

This is basically almost the same Phex is doing when you click on these buttons.

If no browser opens you might have a problem in the Windows Registry. I would try to reset a browser as the default browser, maybe this will fix it..??

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