We'll include this feature in version 2.68 and 3.05 (beta), it will be possible using to turn this feature on in Options -> Tools -> Internet screen.

It would be really useful to be able to clip directly into a new AMN note and keep the referenced site along with it automatically. I bought CintaNotes for that purpose. but I use AMN for eveyrthing else. CintaNotes does tracks the original link along with the clipped note automatically: http://cintanotes.com/. While it's not really a competitor to AMN (it doesn't do much else), its still something that I can use on a daily basis, and the AMN format is much more powerful overall.