Just configured mime types for downloading selected .torrent file. Pretty obvious, but in case someone else hasn't figured it out how to do this (or the fact, that mldonkey can download torrents, just doesn't support magnet yet)

Ambient settings ->Mime
Select application/x-bittorrent

Add new action, set name to whatever you want. Add new command.
Type: AmigaDOS
Command string: copy %sp Work:Applications/Network/mldonkey/torrents/incoming
(change mldonkey path, if needed)

...and that's about it.

As always, takes a while before the download starts.

Thanks!