This question already has an answer here:
Why do these links not work? If I click on them in FF or Chrome, nothing happens - it doesn't even try to open them!
<a href="file://someshare/dir/subdir/file.txt">Linky</a>
<a href="file:////someshare/dir/subdir/file.txt"> Linky</a>
<a href="file://\\someshare\dir\subdir\file.txt">Linky</a>
Any ideas?
In general, this is disabled because it is a security risk. See also this question: Cross-browser link to file on local system, and the link provided by sleske to here.
Peter's got the answer, but FYI you should find something like the following in FF's Error Console (available from the Tools menu):
This is an oldie, but goodie -- still comes up quite often.
There are extensions for both browsers (FireFox & Chrome) that can allow you to access local links:
Chrome - Locallink
Firefox - LocalLink