It's bloody annoying when programs are hard-coded to open in IE, and obviously more so if IE doesn't work on your computer.
Also, some people have problems setting Firefox as their default browser for links (even though they've selected this setting in Firefox itself). You might want to try this if you're having that problem:
Manually set File Types (Windows XP)
If links from programs like Outlook fail to open in Firefox, you can try to set the file handling options manually.
1. Open Windows Explorer
2. In the menu bar, click Tools > Folder Options...
3. Click the File Types tab
4. Find (NONE) URL:Hyper Text Transfer Protocol, click it, and then click Advanced.
5. Click the open action and click the Edit.
6. Fill in the fields with this information:
* Action: open
* Application used to perform action:
"C:\Program Files\Mozilla Firefox\firefox.exe" -requestPending -osint -url "%1"
(Assumng you installed Firefox to the default location. If not, use your own path, surrounded by quotation marks)
* Use DDE: Checked
* DDE Message: "%1",,0,0,,,,
* Application: Firefox
* Topic: WWW_OpenURL
(copied from
http://support-stage.mozilla.org/en-US/kb/Setting+Firefox+as+the+default+browser+does+not+work)