Get your hands on a new comments.php template. They include url by default. Here’s part of my code for the url part:
<p>Logged in as <a href="<?php echo get_option('siteurl'); ?>/wp-admin/profile.php"><?php echo $user_identity; ?></a>. <a href="<?php echo wp_logout_url(get_permalink()); ?>" title="Log out of this account">Log out »</a></p>
<?php else : ?>
<div class="fields">
<?php $req = true; ?>
<label for="author">Name <?php if ($req) echo "*"; ?></label>
<input type="text" name="author" id="author" value="<?php echo $comment_author; ?>" size="22" tabindex="1" />
</div>
<div class="fields">
<label for="email">Mail (will not be published) <?php if ($req) echo "*"; ?></label>
<input type="text" name="email" id="email" value="<?php echo $comment_author_email; ?>" size="22" tabindex="2" />
</div>
<div class="fields">
<label for="url">Website</label>
<input type="text" name="url" id="url" value="<?php echo $comment_author_url; ?>" size="22" tabindex="3" />
</div>
<?php endif; ?>