How to add a URL to a LaTeX bibtex file?

The last time I cited an URL, I used a BibTeX entry of the following form:

@misc{bworld,
  author = {Ingo Lütkebohle},
  title = {{BWorld Robot Control Software}},
  howpublished = "\url{http://aiweb.techfak.uni-bielefeld.de/content/bworld-robot-control-software/}",
  year = {2008}, 
  note = "[Online; accessed 19-July-2008]"
}

If that does not show up, then it might indeed be a problem with your BibTeX style (or you forgot to \usepackage{url} or \usepackage{hyperref} in your main .tex file).

You need to

 \usepackage{url}

and then

 howpublished={\url{http://my.url.com/}},

Depends what BibTeX style you're using. In the ordinary ones I usually use

note={\url{http://...}}

in biblatex (and natbib too, I think), you can just write

url={http://...}