With Firefox 3, you can use your favorite web mail application (such as Yahoo mail) to launch mailto links. Earlier only desktop programs such as MS Office Outlook could be used with mailto links. Prior to Firefox3, To use web-based mail application either toolbar (such as Google toolbar for gmail) or complicated scripts were required.
To choose a web mail app, Go to Tools -> Options -> Applications and choose a webmail application e.g. Yahoo Mail. Now, every time you click on mailto links, Yahoo mail compose window will open.