From the wiki page on apturl:
Manually configure Mozilla browsers for the apturl protocol
In some instances if may be necessary to manually set up your browser to handle the apturl:// protocol. The following it how to do this for mozilla based browsers.
* open about:config from the browsers navigation bar
* Right click and select New> string
* type in
* and value
Now restart the browser; when you click an apturl or Click2Install link the browser will prompt you to make the association as described in the previous section; Browse to /usr/bin and select apturl, set your browser to remember it, and OK/save.
It should now work.
Here's the problem with this method. When you paste the string in there is an extra space in front of the entry. This is not on the line from this post, it seems to be a fault of the GUI, someone has put a space where there should only be empty quote marks. If you remove the extra space it will work.
Bit there is also another way of doing the exact same thing. Just entry this line in the user.js file:
much simpler than the other procedures.