No, there's no special feature for mailing options.
A few questions :
- When you say it doesn't work, you mean that, when you click on the link, your default email client doesn't automatically start ? It should.
- Do you write "mailto: ..." with quoting marks ? Quoting marks are useless.
- The problem obviously appears when linking a part of the text (the Link option is available only with parts of text). Have you ever tried with a whole text area ? Through Event menu.
- Which Rome do you use ? Online or local version ?
- The problem appears in the preview, the output file or both ?
Try to upload your site and then check your mailing button. Someone already posted about some URL rewriting by Rome within preview and local files, and the problem has been resolved with site online publishing.