ExtraPuTTY can be integrated into Internet Explorer (or any other browser, such as Firefox) and so become the program linked with telnet:// or ssh:// links.
First you have to download the file nav_handler.reg.
Then you must correct it to write the full path to the file putty.exe on your system.
Finally, run it to update the registry.
After this update it is possible to create HTML pages with ssh:// and telnet:// links
Thanks to Kitty for this feature.