By default, Firefox has disabled local links in websites. So no network site can link a file on your local filesystem. However, sometimes you want to enable that cause files are shared among project groups on shared folders mounted on your local PC. Here is how you enable these links to open.
Go to your Firefox profile directory. Usually this is at
Documents and Settings\myloginname\Application Data\Mozilla\Firefox\Profiles\somehash
and open user.js. You might need to create this file. Append or change the following lines accordingly:
user_pref("capability.policy.localfilelinks.sites", "http://webaddress1.com http://webaddress2.com");
Line 1 defines a name for the policy. You can actually set any name you want. localfilelinks is a good choice though.
Line 2 defines the websites that you want to enable to have local links enabled. Be careful to include only sites that you really trust. Multiple sites are separated by spaces.
Line 3 is the actual policy setting that allows these sites to load all URIs.