Imao sam ja takav problem, na Opera forumu sam našao ovo rješenje koje mi je pomoglo:
1. Shut Opera down.
2. Open IE (suppose any other browser will do too) - set as default browser (check if it worked - new pages shouldn't open in Opera anymore) - shut IE down.
3. Restart Opera and click yes on default browser prompt dialog (if you disabled it - go to Settings/Preferences/Advanced/Programs and tick the box to check if opera is a default browser, restart).
4. Now click on any external link - the problem should be fixed!