With luck, I figured it out.
To add your protocol following these instructions:
- Windows --> Right Click --> run ,
- Type regedit and click Enter.
- Search for HKEY_CLASSES_ROOT directory ( which is at top ).
- Add key name 'notepad' for the directory name (no quotes) as you protocol name in HKEY_CLASSES_ROOT. (this is the protocol name later be used)
- At anonymous (/ default) entry typed REG_SZ, input "URL:Notepad Protocol " (no quotes)as title of your applications. (It will be shown in any popup of the browser, should be user friendly)
- Add an entry named 'URL Protocol' typed REG_SZ without any value.
- Add key (i.e.directory) named shell in you new protocol directory
- Add directory named open under the shell directory above
- Add another directory named command in the open directory above.
- Add an anonymous entry typed REG_SZ with the path of your application executable, which is "c:\windows\notepad.exe" without quotes in the input.
- Exit regedit.
Now you can open your browser and run notepad:// and notepad will immediately be executed.