You would have thought this was easy, but Googling turned up nothing useful (the KDE pref some people mention is mysteriously absent on my Mandrake 10.0 install) and so it took me half an hour. Here’s the trick:
Firefox: in about:config, set:
Thunderbird: install AboutConfig, invoke it, and set:
This then pops up a “handle file type” dialog (not sure why) – pick the firefox executable again. This may not be the most efficient way, but it worked for me.