these protocol-handler security settings are ignored although they're
set to 'true' and no warnings are shown:
network.protocol-handler.warn-external.mailto
network.protocol-handler.warn-external.news
network.protocol-handler.warn-external.nntp
network.protocol-handler.warn-external.snews
(in about:config)
For example,
I set network.protocol-handler.warn-external.mailto to 'true', clicked
on an e-mail link and Windows Mail is launched without any warnings
(tested on Firefox 3.0 on Windows Vista SP1)