It's hard to understand what you're looking for, but if you call "application control links" to: "mailto://", "magnet:?xt=", etc., I don't see how this is related to HFS. Those links are used to call external applications (installed on your system, not on a server), and are called: "Custom URI" or "Protocol Handlers".
Registering a custom protocol handler, is more related to your browser or system (it's more a "client" thing), than to HFS (that's a "server"). Even if you add this feature to HFS, none of your visitors will have any benefit.
Why do you want that feature?...
What do you have in mind?...
http://en.wikipedia.org/wiki/URI_scheme
http://en.wikipedia.org/wiki/Magnet_URI_scheme
http://blogs.msdn.com/b/noahc/archive/2006/10/19/register-a-custom-url-protocol-handler.aspx