If you use Google Chrome, it's pretty simple to set Gmail as the default email client (meaning that all mailto: links will be opened in Gmail using Chrome). When you visit Gmail, a small icon will appear in the omnibox to indicate that the page you're on can handle and open email links (this works for other types of handlers, too, like Google Calendar for calendar links). Clicking on the icon and selecting "Use Gmail" is all that needs to be done.
Unbeknownst to many, it's nearly as simple to accomplish the same thing in Firefox, though it does require a couple of extra clicks. Go into Firefox's options by selecting Edit>Preferences (or Tools>Options, depending on your platform) and click the "Applications" tab. In the search box, type "mailto," and select the resultant entry. The drop-down menu to the right allows you to select the default email handler, and Gmail support is baked right in, along with Yahoo! Mail. You can also select another program on your computer, or simply set it ask which program you'd like to use each time you click on an email link.
Typically (meaning I know of no exceptions, though some may exist), Chrome sets Gmail as the default email client for your entire system, while this process restricts results to links opened in or by Firefox. That may be helpful for Chrome users too, if you occasionally open Firefox and don't want it to switch to Chrome every time you open an email link when you're not in your default browser.