hata_ph is right. But takes a little setting up on your part.
When clicking the torrent link a popup opens.
Select the "Open with" radio button, the click browse.
Navigate to: /usr/bin/transmission, select it and click the "Open" button.
When the navigation window closes...
Check the "Do this automatically for files like this from now on." checkbox.
Then click "Okay" and transmission will be opened whenever you click a torrent link.
Hope that was helpful.
Firefox doesn't come configured like this as not everyone has the same needs as you.