I downloaded an RPM from a directory called /pub/mozilla/releases/mozilla0.9.4/Red_Hat_7x_RPMS. I run 7.1. Whenever mozilla is started from GNOME menu, it gets %u argument, which yields a popup "www.%u.com cannot be found. blah blah". Running gmenu shows that %u is present there. I suspect that a) %u is a newish GNOME extension that is not present in GNOME on 7.1, or b) it is done for clicking on html files in gmc, and does not work when used from menu.
Fixed in 0.9.4-2 on ftp.mozilla.org.