Colloquy IRC client plug-in logs URLs received in chat rooms and private messages. It's free.
The software also comes with a small preferences panel that you can customize to your liking.
When it comes to installation, the process is straightforward: just drag the ColloLinkLog.plugin file to the correct location in your system. You'll also find the SQLite database used to store links in the same folder. Be sure to restart Colloquy or enter "/reload plugins" in any window after installation or upgrade.
With ColloLinkLog, organizing and tracking links has never been easier for Colloquy IRC users.