Okay, but that doesn't get the result the op was looking for. He wanted a one click solution (well, two) that opens a new email message, and drops the link directly into it. I use that quite a bit as well inside FF. I was surprised to find out the same funtionality isn't in IE8, unless I want to use MS Live email.

Doing this research exposed me to the accelerator concept in IE8. Sounds like a fancy way of saying shortcut, but the user has a bit more control over it.