[Bug 23153] OS X cannot redirect steam:// URL to Steam.exe

[WineHQ Bugzilla]

https://bugs.winehq.org/show_bug.cgi?id=23153

--- Comment #9 from Damjan Jovanovic  ---
(In reply to Richard Cavell from comment #0)
> The way to do this is to visit the link:
>
> steam://installaddon/halflifehd
>
> However, clicking on this link does not automatically send the click to
> Steam (so whatever API is used by Steam to register steam:// to redirect to
> Steam.exe is having no effect).
>
> When I click on the above link, I get a dialog box within OS X (attached).

Where, how, in which application, do you click on this link?