When I tried the same on firefox, my default client's (evolution) 'compose message' window appeared. So, I think it is a common browser feature and you got gmail's compose page because you set it as your default client?
+Ravikanth Chaganti Very wrong. Better solution: Use Internet explorer to download Firefox or Chrome, then uninstall IE. This may still open the default mail client, but we can all agree the world would become a better place.
Google Chrome instructions for making gmail the default mail handler... http://goo.gl/Gjmvi It certainly works once you've done this. Non-Chrome users should just download Chrome, or failing that Google Notifier.
I think the tip is incomplete if it requires further action to work for so many as indicated in the comments. Possible edit: "Did you know that you can launch the compose gmail window directly from the address bar in Chrome and Firefox browsers"??