This is how:

http://www.webupd8.org/2010/03/how-to-make-wine-open-links-in-your.html

1. HKEY_CURRENT_USER (a.k.a HKCU) -> Software -> Wine and look for a key called “WineBrowser”, if it does not exist, create it. Under the newly created “WineBrowser” key, create a string called “Browsers” with the following value:

xdg-open,firefox,konqueror,mozilla,netscape,galeon,opera,dillo

2. HKEY_CLASSES_ROOT -> http -> shell -> open -> command and edit the data value by adding “%1″ at the end of the line, so that it looks like this:

C:\windows\system32\winebrowser.exe -nohome "%1"