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What are you using for mail? I'm assuming that your mail program (or the recipients) simply isn't making the entire path a link. There's not much you can do to control that within the text body.
An alternative might be to make a shortcut link on your Windows desktop. Then attach that file to the e-mail message. The file will have the extension .lnk. The problem is that your e-mail and virus software may not like this file type.
I find the simplest way to handle this is to put the entire path on its own line, or paragraph in the e-mail. Then I clearly explain that the entire path must be copied and pasted into Windows Explorer.
Note that you use single quotes to wrap the href attribute and double quotes to wrap the file path.
I haven't tested this, but it should work.