To make desktop shortcuts work on Firefox you need to make Firefox the default web browser.

Use "Control Panel->Add or remove programs->Set program access and defaults".

You can make Yahoo your default email provider using an ActiveX control:

http://email.about.com/od/yahoomailtips/qt/et_default_mail.htm

Unfortunately that will only work from within IE though and not within Firefox.

Looks like this might do the same within Firefox:

https://addons.mozilla.org/firefox/206/
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