Not a Mac user, but from your question I get the impression that you are trying to open
http://mash.to/2FFQZ in TextMate.
If what you want is to examine an HTML file from the Internet, the solution to the problem is to change the browser's "View Source" default editor to TextMate, rather than trying to open all HTML files in TextMate. This article describes the process for Firefox. This will enable viewing the Internet normally, passing to source only when required.
Another solution, in the browser itself, is to use a developer tool such as Firebug for Firefox. This will let you examine the source in greater detail, including the CSS.
As far as I can see, you can't use TextMate to edit file directly from the Internet.
The TextMate manual Calling TextMate from Other Applications says about the URL Scheme:
The txmt URL scheme allows you to open
files in TextMate via hyperlinks found
for example in HTML documents
(anchors). These can refer to local files
My impression is that TextMate can only open HTML files locally from the computer, and not from the Internet.
This impression is reinforced by the answer to the thread from July 2009
Problem "Unknown URL Scheme" -- Adobe AIR + TextMate:
Problem: Just to be clear, if I were to click a
link "http://adobeairbug.com/", it
would display the error "Unknown URL
Scheme - This version of TextMate does
not support “adobeairbug.com” in its
Answer: The default program to open .html or
.php or whatever file you're trying to
navigate to is set to open in
TextMate. Change the default program to an internet browser.