The method I use instead of the craigslist interface is I copy the address field from the ad into my email to field and send it that way.

Your problem is you never selected an email as your default so it has no information to use.

If you give your windows version and the email client you use it would help us give you proper instructions.

Thanks- Win 7 starter Home, IE, Yahoo email.

This link goes to a yahoo answer to this question which states you must install a yahoo toolbar to use yahoo this way, I have no idea since i do not use IE
How can I make Yahoo! Mail my default email application?

I also found this

This menu is found under File -> Send.

Click on the Start Menu icon and choose Default Programs on the right side of the menu
Choose �Set program access and computer defaults�
Hit the down-pointing arrow icon next to �Custom� to reveal the custom settings
Under �Choose a default email program�, make sure you manually select your specific mail program (e.g., Windows Live Mail, Thunderbird)
In your case it would be use my current email since you are using yahoo.

This is what I found online however I do not use IE so if someone knows a better solution please jump in.
Source http://www.thomasverbeek.com/blog/?p=206

This is how it works for me...

Clicking "Reply to this post" gives me this selection box:
{{gwi:1502649}}


I select "Yahoo Mail" from the dropdown and get this(in my browser):
{{gwi:1502651}}

Those images are from Firefox but I tried it in IE8 too and it worked the same.

Now if you're choosing the link under "Use Default Email", I don't really know because I don't do my email that way. On my Windows computer it was bringing up "Outlook Express", which I don't even have set up.

Personally, I avoid adding toolbars when I can get by without them. That's just me though.