Why can't I send an e-mail to an address that is highlighted in a website?

When I am surfing the net and find a website that has an embedded e-mail address (underlined and highlighted so all you have to do is click on it to write them), I can't click on it and e-mail them what I want to write? Instead I have to cut and paste their e-mail address to my compose Yahoo e-mail. Please help!!! Thanks!!!