This is actually really handy (especially the mass e-mail link!). I imagine a lot of people will have issues setting their browsers to work with it, though.
I use Gmail and Firefox so it's the only one I can personally say "OH THIS WORKS!" for.
For Firefox, there's some great information for setting up mailto links to work with gmail on your firefox browser here.
All I personally had to do was go to the following as I have the gmail notifier on firefox:
For IE, I stumbled across a great tutorial here that explains how to set-up your default mail program with hotmail, yahoo, etc. There's also a guide to how to set-up a gmail notifier that allows you to set firefox as your default mail client.