If you are using Windows 10, then the simplest way to do this is using the Default App Settings accessible through the Start menu. Go to Start and type Default app then click on Mail and choose another application. Next time you click on a email or email hyperlink, your favorite application will open.
If you are using a version of Windows lower than Windows 7.1, go to Control panel, use the Search field and type the same thing, only this time locate mailto:// in the list and then assign an app.