As a followup on this answer:
Specified javascript does work in case of a local website, but fails in case of a remote site. The firefox extension locallink helps in case of links, but is useless in case of the javascript solution provided by the linked answer. Please provide possible workarounds for redirecting to local files (unc) in firefox.
The only way I can think to do this would involve a signed, Java applet running on your page. Essentially what you'd do is provide the file to the applet and have it open up a new browser window with the file's URL. Since the applet is trusted by the local system it should have access to the local hard drive and should be able to start up a new application.
Note: I've not tried this, I'm just speculating on how I would do it. I have used a signed, Java applet to get at some local networking parameters for use in a Wake on LAN application so I know that signed applets are allowed to interact with the system in ways that browsers can't.