I know that bug 246078, where Firefox doesn't set itself as the default browser properly, is fixed in the nightlies. However, until a release version is fixed, the way that I workaround the problem is to edit the N/A Hyperlink file type properties such that:
application: D:\NET\MOZILL~2\FIREFOX.EXE -url "%1"
--- DDE stuff ---
DDE message: "%1",,-1,0,,,,
application: Firefox
topic: WWW_OpenURL
If I cure it the way that other people suggest, then I seem to always open a new browser window when clicking a URL from another application, instead of reusing the active one.