Install the Kparts Plugins
As per this german wiki page the kparts-plugins can be used.
You need have the universe repository activated. Then issue the following command in a terminal
sudo apt-get install kpartsplugin
Beware that if you don't have the KDE-Desktop installed already, on a Ubuntu 14.04 those packages will be installed with the kpartsplugin package:
kdelibs5-data libattica0.4 libdlrestrictions1 libkdecore5 libkdeui5 libkio5 libkparts4 libnepomuk4 libnepomukquery4a libnepomukutils4 libsolid4 libsoprano4 libstreamanalyzer0 libstreams0 soprano-daemon
Update
On my Ubuntu 14.04 running Unity clicking a link won't open it in the browser, but will give me the choice to either save it or open it in a external application. I don't know why this doesn't work (ie. it doesn't work!). Since the kparts plugin is loaded I suspect it must be a error in the kparts plugin configuration.
Until now I've just translated and copied the relevant stuff from what others said. Since the OP said he couldn't make it work (see comments) I've tested myself and lo-and-behold I can't make it work either.