I just released PuTTY-url based on PuTTY 0.63. PuTTY-url is a patch that adds support for clickable URLs to PuTTY.

You can download it from http://ryara.net/putty-url/.

Make sure to update, since PuTTY 0.63 includes fixes for four security issues. See the PuTTY web site for more information.