This means that the link association isn't set up properly. The client reacts to links of the form skybox-replay:// and it will make sure the setup works correctly each time it starts.
If it doesn't work you can try the following
- Try to start the Skybox executable manually, without using a link, then try the link again
- If that doesn't work, completely uninstall Skybox3D and reinstall it from the latest installer