Running a remote desktop based through a hyperlink/URL?

Well, is there a way to open a remote desktop connection using a URL such as "rdp://server" I tried assigning the remote desktop protocol (rdp://) to the Windows remote desktop connection program using the "Default Programs" section of the control panel, but the it was not in the list. Also, I tried creating a shortcut that points to rdp://server on my desktop, but it was saying that nothing was assigned to rdp://

So, my question is, is there any way that I could do this? I know that it can be done by using parameters with the remote desktop exe, but I want to have the ability to create a hyperlink.

Any help would be great!

Thanks!