1. Right-click on... the URL... and then bookmark it. 2. After you have saved the bookmark, go back to the Bookmarks Menu and right-click on the bookmark. Choose the Properties option. 3. Now check the box that says Load this bookmark in the sidebar. 4. The next time you open that bookmark it will popup in the sidebar!
We've mentioned this method a couple of times in the past using Google Talk and Google Notebook, but CyberNet highlights several other web apps that work great in the sidebar, like mobile Weather Underground, Gmail, Google Calendar and Remember the Milk. Loading bookmarks in the sidebar works in both Firefox and Opera, so get busy.