I was experiencing the same problems that have been described in this discussion, and thought upgrading to 2.4.1 solved it. And, it sort of did, because the URLs on my site that I tested were working.
However, I'm noticing that most of the new URLs that we add still have the intermediate page that reads "click ___link to open resource". Here are the results of some testing I've done, creating URL resources with the Display set to Automatic.
All of these links DO NOT work:
http://php.net/sites.php (FWIW, I noticed that links to PHP pages don't display the standard URL icon. Rather, they display a gear icon?!?)
The following links work:
We are running Moodle 2.4.1 (Build: 20130114).
Honestly, I can't make heads or tails of this. It seems so random. I'm inclined to upgrade to the latest build of 2.4.1+ but everyone else said that 2.4.1 solved their problems.
Thanks for any assistance you can offer.