In Firefox, it is possible to trust file URLs on a configured set of sites. Add the lines like this to user.js:
user_pref("capability.policy.policynames", "localfilelinks");
user_pref("capability.policy.localfilelinks.sites", "http://site1 http://site2");
user_pref("capability.policy.localfilelinks.checkloaduri.enabled", "allAccess");
For some reason, it is hard to add these preferences using about:config. You can create these keys, but they are not shown on the configuration page so you are typing blind. They do appear in the prefs.js file, however. More information on configurable security policy can be found at:
http://www.mozilla.org/projects/security/components/ConfigPolicy.html