The current version of Mozilla doesn't open an external e-mail program such as PocoMail when a mailto link is clicked, using Mozilla Mail as the default even if it is not the default mail application.
ResExcellence offers a tip for changing the network.protocol-handler.external.mailto preference.
Though ResExcellence's tip is for Mac users, it also works on Windows. Find your Mozilla profiles folder (on Windows XP, mine was in a subfolder of \Documents and Settings\Rogers\Application Data\), put the user.js file there, then restart the browser.
Mike Zornek offers a similar solution.