I don't see any other options for other programs indeed.
However, I've made a registry file that creates some keys in the registry.
After importing, you can see MAILTO protocol in explorer file assosiations under "protocols" and when you select it as default, I've made the registry keys to open yahoo webmail..
It's not an M$ or other known tweak , its mine, so I hope it might help you.
I have attached the .reg file.