Oh, wait, it's not completely solved:
on linux, everything is fine.
on windows, however, webbrowser.open only opens Explorer, even though firefox is the default.
If I try startfile, it does open the associated program as d5e5 explained, but it fails to open the help file (it seems it only works with URL's)
To make sure you open firefox in a cross platform way, use webbrowser.get
import webbrowser
webbrowser.get("firefox").open("http://www.python.org")