Navigate to "Edit --> Preferences --> Advanced" in the Thunderbird menus and click on the "Config Editor" button.
Search for the following three entries:
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Set the value of each of these three entries to true (you can do this by double-clicking on each entry, then close the "about:config" window and click "OK" on the "Thunderbird Preferences" window).
Having completed these steps, the next time you click on an http, https or ftp link in Thunderbird, you will be presented with the "Launch Application" window. Press the "Choose" button on this window to select your browser of choice.
(see also http://kb.mozillazine.org/Setting_Your_Default_Browser)