This was the new Feature in Firefox 3.0.3 which help you to open Email Link in Gmail, Yahoo or Outlook. Now you can do this with simple steps. This feature available only for Firefox 3.0.3 Users.
Go to Tools—–> Options —–> Application——> mailto, and select the Email service that you want to open Email Links.

As am the Gmail User So am Using the Gmail Options to Open Email Links on Web.
Via Labnol






Wow, after trying several methods in Vista, including extensive manual registry hacks to set Gmail as the default mailto: client, Windows Mail kept popping up every time, and finally your tip turned out to be the simple solution I was searching for, thanks!