The support link from the help menu opens with Google Chrome. That's not my default browser, so please open web links in the default browser, instead of arbitrarily in a different one.
Links from other Windows applications do open in my default browser, so it's not system config at fault.
Windows 7 x64 SP1, Opera 12.15, PA.com 12.0 beta 2 (auto-update is enabled, so I have to assume this is the latest version).
This is by design. It will open in your portable browser not your system's browser. Currently you can't set this. But it looks for Firefox Portable, then Google Portable, then Opera Portable, then Maxthon Portable. It's a portable platform, so it uses your portable browser. In an upcoming release, you'll be able to select which portable browser you prefer. It likely won't have an option to use the system browser as it isn't portable and leaves history, etc behind.
Sometimes, the impossible can become possible, if you're awesome!