Here's one way (assuming that you're using Windows)...
1) From the Start Menu select "Find Files" and search for anything that ends in .htm or .html
2) Right-click on one of those .html files and select "Open With..." (you might have to hold down SHIFT while right-clicking to see the "open with" option depending on your windows version)
3) With the "Open With" dialog box open, browse to the executable for Firefox, select it, and make sure that the check-box for "always open with this program" is checked.
This same trick works for fixing any annoying file association problems.
Also check
this article on the annoyances.org website. While you're there, check out the other great help topics on the left-hand margin of the page. They've got virtually all of the most popular Windows annoyances cataloged with fixes for them.