When you click on a web link in Thunderbird, it invokes the default web browser for the operating system. It is possible to change this behaviour by changing the default browser. Another way (at least on Linux, tried with TB1.5 under Suse and Debian) is to insert a line

user_pref("network.protocol-handler.app.http", "/usr/bin/firefox");

in Thunderbird's prefs.js (of course put in the correct path to your firefox).