The correct way to write a link to a Windows UNC path in HTML is to use this syntax:
Security Error: Content at http://... may not load or link to file://...
As stated here and here, firefox will silently refuse to load
file:// links from html pages (loaded via http://) as it is considered a security flaw to do so. Currently, firefox users must right-click the link and select Copy Link Location and then paste it to the Location Bar.