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.