Unable to send a Word file to WLM from desktop

I usually send files (Word, Excel, etc.) on the desktop to Windows Live Mail 2012. On my new PC, I am unable to do that. When I right click a file and hit "Send", WLM briefly appears on the desktop (starting) and then disappears and nothing happens afterwards. I am able to send files from the "Documents" to WLM in this manner, however. I am also able to start the WML first, create an email message, and then "insert" the file as attachment. I prefer, however, sending the files directly from the desktop. 

Any idea what may have caused this problem?

Regards,

Bulend