You don't say what version you are using. The "open link in browser" stuff doesn't work in 0.3. It apparently does in 0.4, but still requires some setup.
It took me like 30 seconds to find this in the Thunderbird release notes:
http://www.mozilla.org/projects/thunderbird/linuxurls.html
Mine started working after the apt-get upgrade to 0.4. No additional setup required.
-Roberto
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