This article describes why you get the following error when trying to start Firefox from an Internet shortcut or local HTML file:
"Windows cannot find <URL or path to file>. Make sure you typed the name correctly, and then try again. To search for a file, click the Start button, and then click Search" .

Extensions

Sometimes this error is caused by extensions. For help see Troubleshooting extensions and themes.

File Types

Windows XP only:
File types tells the computer how to open a certain file. If these are set wrong, this error might occur.

1. From the menu at the top of the Firefox window, select File and then select the Exit menu item.
2. Open My Computer.
3. At the top of the window, open the Tools menu, then select Folder Options.
   
   
   
   
4. Select the File Types tab.
5. Find the the file type (NONE) URL:HyperText Transfer Protocol.
6. Select it and click Advanced.
   
   
   
   
7. In the Edit File Type window, select open and click Edit.
   
   
   
   
8. Uncheck Use DDE.
   
   
   
   
9. Click OK. Then click OK again.
10. Repeat the process for these file types:
    • (NONE) Firefox URL
    • (NONE) URL:HyperText Transfer Protocol with Privacy
    • HTM Firefox Document
    • HTML Firefox Document
11. Click OK to close the Folder Options window.

Based on information from Windows error opening Internet shortcut or local HTML file (mozillaZine KB)