You likely have some mistakes in the URL. Look for something like a missing 'h' in http://
Or, if you are using URLs that requires Firefox opens external programs eg;
aim - Starts an AOL Instant Messenger chat.
msnim - Starts an MSN Messenger/ Windows Live Messenger chat.
mailto - Starts your normal e-mail service.
Check that they are correct and that you have the program installed which handles them.
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