Found these instructions somewhere earlier this year (Thanks to some one called Steve). Worked for me on Windows.
Make sure Mozilla is not running. Create a plain text file named 'user.js' in your profile directory (where you'll find a file named 'prefs.js'). Add the following line to said file:
user_pref("network.protocol-handler.external.mailto", true);
The next time you launch Mozilla all mailto: links will be handled by the application selected in the Email tab of the Internet pane in the System Prefs app. The same thing applies to other protocols. Just replace mailto in the example above with the desired protocol, such as ftp.