On my setup – Firefox 1.0, KDE 3.2, Thunderbird 0.9, Slackware 10 – clicking on a mailto: link in Firefox does nothing; I wanted this to open a new message in Thunderbird, email address pasted in and ready to go. Thanks to Google, I found the answer pretty quickly – add this line to your user.js:

user_pref("network.protocol-handler.app.mailto","/usr/bin/thunderbird");

Just remember to change /usr/bin/thunderbird to the appropriate path for your installation.