email report option from the Print preview window

There is a new feature in SL2015 to email a rep[ort directly from the Print preview window.

I click the icon and a dialog box opens allowing me to select the file type (.pdf, 'xlsx,et.). That dialog box closed and a message appears stating:

Email failed

error connecting to outlook: Display Msg through MAPI is not supported.

Does anyone what has to be configured to use this feature?

Thanks