You'll probably need to implement a custom protocol handler for "tel". Chances are you already have one, look at the registry here;
HKEY_CLASSES_ROOT\tel
Regardless you'll need to hook into that
Registering an Application to a URI Scheme (Windows)[
^]
This will obviously require the html is valid for a usable phone number
<a href="tel:0123456789">0123456789</a>
To preempt your next question, allowing this to work without the proper html markup isn't going to be possible as it would involve specific code to hook into each and every browser, or to provide a plug-in for every browser and there is no way you'll be able to do that easily or reliably.