Firefox in both Windows and Linux lets you drag a tab to the Desktop which gets saved as a .url file. Inspecting these files shows the url in question is saved as text inside the file.

On Windows, Firefox is quite happy to open the browser at the url when double-clicking the .url file. In Linux (at least in KDE which my Kubuntu install uses) this doesn't happen. Firefox opens the file itself so you get a browser window containing the url text.

This is how I got Firefox on KDE to open my files as desired.

1 - create /bin/url.sh
#!/bin/bash
IFS=$'©'
FFOPENURL=$(less $1)
firefox $FFOPENURL

2 - Right-click a sample .url file, select "Open with" from the popup menu and enter /bin/url.sh in the edit box. Make sure you tick the "Remember application association for this file type" box. Click OK.

This should now work...