Word, Excel & other Microsoft Office documents open in Firefox, see this post.
I use Outlook 2003 for my email. When you click a link in an Outlook email, it opens in Internet Explorer. After some hunting I found a way to fix it so that Outlook email hyperlinks open in Firefox instead, at least with Windows XP.
If you're a Firefox fan (and if not, do consider trying it sometime: ), try this:
1. Launch My Computer or Windows Explorer.
2. Choose menu 'Tools' -> 'Folder Options'
3. Click the 'File Types' tab.
4. Scroll down to find 'URL:HyperText Transfer Protocol' (under the File Types column) and make sure it's highlighted.
5. Click the 'Advanced' button.
6. In the 'Actions' box make sure that 'open' is highlighted (click on it if necessary)
7. Click the 'Edit' button.
8. Uncheck 'Use DDE', click the Browse button and browse to Firefox.exe on your system, and click OK. [Updated for clarification, sorry about the earlier omission.] If you get a "file not found" message, browse to Firefox.exe and click OK.
9. The path to Firefox.exe should now appear in the 'Application used to perform this action' box.
10. Go to that 'Application used to perform this action' box, and add '-url "%1"' at the end, without the single quotes, so that it reads e.g. (on my computer at least) "C:\Program Files\Mozilla Firefox\firefox.exe" -url "%1" - with the double quotes!
10. Click OK again.
11. Repeat the process with the file type 'URL:HyperText Transfer Protocol with Privacy'
(Found at Experts-Exchange.)