Associate FTP hyperlink to filezilla

For Windows XP

1. Open an explorer window (any folder or drive)
2. Click Tools->Folder options
3. Click "File Types" tab
4. Find "URL:File Transfer Protocol" towards the top of the list
5. Select "Change" at the bottom and browse to the filezilla executable

EDIT:

For Win 7 - I do not have a copy to test on, but it will (hopefully) be here:

1. Control Panel
2. Control Panel Home
3. Default Programs
4. Set Associations

See if there is something similar to the "URL:File Transfer Protocol" listed above for XP. If so, click "Change Program" and associate it with FileZilla.