Custom URL protocol doesn't work with start menu

I've tried to install a custom URL protocol as described on the
article

http://msdn2.microsoft.com/en-us/library/aa767914.aspx

Everything works fine if I type my custom URL on explorer address bar
or on the browser. Windows starts my application and passes the URL as
a parameter. This is the same behaviour of Windows XP. The problem is
when I type the same URL on the "Start search" textbox of the start
menu of Windows Vista. Sometimes it behave well, opening my
application as Windows XP did. Sometimes Windows Vista opens the
"Search results" window showing obviously no results. Why is it doing
that? What am I supposed to do to instruct Windows Vista to do the
same of Windows XP even if I type the URL on the search box? I
couldn't find anything on the internet yet...

Thank you in advance for your help

Cold