[Using Google Chrome?]
If you are using Google Chrome as your primary web browser, you will have to perform some extra steps to get stepmania:// URI handling to work:

Find your user data
Windows XP: C:\Documents and Settings\<USERNAME>\Local Settings\Application Data\Google\Chrome\User Data
Windows Vista/7: C:\Users\<USERNAME>\AppData\Local\Google\Chrome\User Data

Add your protocol to the 'Local State' file under the 'protocol_handler' section, as such:
"protocol_handler": {
	"excluded_schemes": {
	...
	"stepmania": false,
	...
	}