It depends on what should be achieved. You can use PolicyPak File Associations Manager to associate .HTM files with Internet Explorer (or another browser) to open them with the browser of your choice. An example of how to do that would be like this, say, for Internet Explorer:
However, this technique won’t help to route URLs. Therefore, if you type in a file:// URL into, say, the Firefox address bar, Chrome address bar, or follow some hyperlink in a browser to navigate to file://server/site.htm, it will stay in the same browser.