The correct way to write a link to a Windows UNC path in HTML is to use this syntax: file://///servername/share/file.txt. But if you try this using Firefox you will quickly find that this type of link only works when using a local html file. If you put the html file in a web server an click on the link there, firefox will silently refuse to load the link. If you open the JavaScript Console (Tools->Error Console) you will find an entry like 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.