You can find more details in this link
Here you some quote from above site.
"For security purposes, Mozilla applications block links to local files (and directories) from remote files. This includes linking to files on your hard drive, on mapped network drives, and accessible via Uniform Naming Convention (UNC) paths . This prevents a number of unpleasant possibilities, including:
- Allowing sites to detect your operating system by checking default installation paths
- Allowing sites to exploit system vulnerabilities (e.g., C:\con\con in Windows 95/98)
- Allowing sites to detect browser preferences or read sensitive data"