signed scenarios

Nope, afraid not. As well as putting the technical measures in place, signing a scenario means on a practical level, we'd have to look at and vet every scenario coming through to ensure it wasn't doing anything nasty - and do that every time the scenario was updated as well. Then if we did get it wrong once through something we didn't notice, that signed scenario could do pretty much anything to the PC it was sitting on. What specifically are you trying to achieve? It may be that we can suggest alternatives that mean your scenario doesn't have to be signed.

What do you want the link to point to? Just an arbitrary website or is it integrally part of the scenario? Opening links in the browser while the scenario is running could potentially be rather annoying, which I imagine is why it's not a feature available in unsigned applets.