It's possible with a script yes, put that in your remote, you must be using at least mIRC 7.23:
on $*:hotlink:$($url_pattern):*:if ($hotlink(match).type == url) && ($hotlink(event) == dclick) { run firefox $1- | return }
alias url_pattern return m@((?:(?:https?|ircs?)://(?:www\.)?|www\.)((?:(?:[-\w]+\.)+)[-\w]+)(?::\d+)?(?:/((?:[-a-zA-Z;./\d#:_?=&,]*)))?)@ig
@Khaled: the new on hotlink syntax with $hotlink etc is missing in the help file, it's only documented in
versions.txt.