It's not a bug in CFP. I had similar issue, after clicking on mentioned link in CFP, it opened Notepad++. I found out that I had screwed default browser association.
Setting Firefox as default browser when it was launching didn't help. I had to force it by following these instructions:
Force Firefox to make itself the default
If Firefox already thinks that it is default, exit Firefox completely, go to "Start Menu -> Run" and enter this into the text box:
firefox.exe -silent -setDefaultBrowser
Source