What browser do you use? What likely happened is that you clicked a link, had a pop up ask you if you want to open mumble, and you clicked no while accidentally setting it to remember that choice.
You'll have to ruffle around your browser's settings for a bit, I've looked in firefox but I honestly don't know what this setting would be under. Closest I could find is this but I don't have any spare mumble links for me to test it with but it seems about right:
If you're using firefox, try searching for that and changing the setting.