'''''Edit:''' The below message describes what happens when Firefox is your default browser. If you have no default browser, first try making IE your default browser using the Internet Options control panel, Programs tab. If IE still doesn't work, you may need to reinstall.'' "Locate Link Browser" comes up when Firefox is not yet open and either there is a mistaken setting in the registry or Firefox is busy doing something else, such as asking whether you want to update an add-on. Annoying, isn't it? The page will load eventually, but for some reason Windows doesn't get the message about that. To fix a problem with registry settings, you can use the File Types dialog in Windows Explorer or My Computer. Tools > Folder Options > File Types tab, scroll down through the (NONE) category to URL:HyperText Transfer Protocol, select that, click Advanced, highlight open, click Edit, then uncheck the box that says Use DDE and OK until you're back at Windows Explorer. I don't know of any solution to the problem of Firefox being busy updating an add-on. It's just more convenient to have Firefox open before you click a link.

See http://kb.mozillazine.org/Windows_error_opening_Internet_shortcut_or_local_HTML_file_-_Firefox