i dont know if you can do it automatically through scripting, but you setup a new protocol such as flashfxp to point to your flashfxp.exe, and then have a link like flashfxp://user:name@127.0.0.1:21
it would open up with the flashfxp protocol (aka flashfxp.exe)
dont know if that would work, but thats how you do it to setup irc://,
news://, telnet:// etc in Opera and such