Just in case you're interested, I added a dialog which pretty much matches the "Link Warning" dialog smile

Code:
on $^*:hotlink:/((?:https?:\/\/|www2?\.)[^<>\.\s]+(?:\.[^<>\.\s]+)+(?:\/[^<>\.\s]+)*)/:*:{ return }
on *:hotlink:*:*:{ 
  .echo -q $regex($1-,/((?:https?:\/\/|www2?\.)[^<>\.\s]+(?:\.[^<>\.\s]+)+(?:\/[^<>\.\s]+)*)/)
  if (!$hget(url)) { hadd -m url warning 1 }
  if ($hget(url,warning)) { dialog -m $+(LinkWarning>,$regml(1)) LinkWarning }
  elseif (!$hget(url,warning)) { url -n $regml(1) }
}
dialog LinkWarning {
  title "Link Warning"
  size -1 -1 151 110
  option dbu
  icon 1, 2 5 15 15
  text "You have clicked on a link that will open the address below using your web browser:", 2, 24 5 127 17
  edit "", 3, 23 27 114 10, autohs
  text "Be aware that downloading files from websites can be dangerous, since they can contain viruses or trojans which can damage your computer.", 4, 22 41 129 22
  text "Are you sure you want to open the above link?", 5, 21 70 114 8
  button "Yes", 6, 39 83 37 12
  button "No", 7, 79 83 37 12
  check "Always &show this warning", 8, 41 99 73 10
}
on *:dialog:LinkWarning>*:*:*:{
  if ($devent == init) { 
    did -g $dname 1 23 $shortfn($mircexe)
    did -ra $dname 3 $gettok($dname,2,62) 
    did -c $dname 8 $hget(url,warning)
  }
  elseif ($devent == sclick) {
    if ($did == 6) { url -n $$did(3).text }
    elseif ($did == 7) { dialog -x $dname }
    elseif ($did == 8) { hadd -m url warning $did(8).state }
  }
}