My assorted elderly/older relatives all exhibit the same pattern, and after years of not understanding it, I've finally learned enough about how people learn to explain it. Basically, they haven't developed any kind of abstracted internal mental model of what the computer or software are doing, and, as a result, treat it as a rote incantation. To put it in education-geek terms, they're stuck at the first level of Bloom's Taxonomy, and while they have some "knowledge" (where to click, etc.) they have no "comprehension" and therefore don't really know what their knowledge means or represents in any kind of larger context.
As far as they're concerned, each step in their "get my email" checklist is equally important and equally arbitrary. You could literally tell them that, after clicking on the fox icon and going to thataddress.com, the next step is to spin around counter-clockwise three times in their desk chair while singing "God Save the Queen", and they'd believe you- and then, one day when they only spun around twice in their chair, they'd be calling you in a panic to ask if that's why their "internet is broken".
This isn't a matter of stupid vs. smart, or anything like that- it's a matter of learning. Getting past that first step is hard for a lot of people, especially with computers[1]... and, while I'm on my soap box, I gotta say that I'm not convinced that GUIs do a good job of making it any easier (although I certainly can't think of anything that does a better job). GUIs make it really easy to aquire "knowledge" about how to use a program, but they can impair their users' abilities to get past that first step and really understand what's going on.[2]
I think that this is because GUIs sort of imbue the computing experience with a sense of, for lack of a better word, "false concreteness"- they make what are, in reality, highly abstract tasks appear to be very concrete, and let novice users get away with treating them as such... until, of course, something breaks or changes, at which point the user panics: since they don't have any sense of the larger context surrounding their use of the computer (i.e., why they need to click on one button as opposed to another, what the address in the address bar really means, etc.), they have no way of telling what "broke", or whether the changes they're seeing are important or not, and they don't have the mental tools they need to reason effectively about ways to get around whatever problem they've encountered.
Neal Stephenson touches on this subject a little bit in his essay, "In the Beginning, There Was the Command Line." It's more than a little dated, but I actually re-read parts of it a week ago and I'm happy to report that it's held up better than a lot of things that were written in 1999 about computers. Not surprisingly, the things that have held up the best are the parts that aren't tied to any specific piece of technology, but rather are about the abstract concepts and theories underpinning modern (i.e., post-1984) UI design.
[1] Anybody who's tried to teach somebody how to program will tell you that, while students have trouble with syntax and what-not, their bigger problems are almost always related to learning to think about problems in an abstract and generalized way.
[2] Here, I'm not necessarily talking about understanding the algorithms and data structures behind the program- I don't think it's particularly important for most users of most programs to understand the software at that level, although there are some cases where it might be desirable (certain medical or industrial applications, for example). What I'm referring to is the abstract understanding of how the different parts of the user interface fit together with one another and with the task that the program is trying to accomplish for the user- sort of like what Joel Spolsky's talking about in his "Figuring Out What They Expected" essay, but at an even more basic level.