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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.