Here's a little tutorial in order to execute the steam protocol with Firefox :

1. In Firefox enter in the address bar : about:config

2. A list of options appears, make a right click and select : New -> Boolean
Entrer the name :



Validate -> In the news window, select True then validate.

3. Again right click, New -> String
Enter the name :



Validate, in the new window enter the value :




4. Final right click : New -> Boolean
Enter the name :



Validate and this time select False


5. The following command must be used in root mode.


Please note that I use here the nano text editor because it's installed on all the distributions, but it's not the easier one to use.
So I recommand to replace "nano" by your favorite text editor ( vim, gedit, kate, ...)

In this file, enter :




6. We must now find the command that launch Steam,
usually it's :


(modify the path if POL is not installed in the default directory)

Copy everything below :

And paste them in the file you just created.
Add:

( with quotes ) after steam.exe
It gives you :



7. Execute this command :


In root mode to be able to launch it.

Here, the links like "steam://" should now launch properly.

Source :
http://ubuntuforums.org/showthread.php?t=433548