If you ever need to make weird bibliography formats with latex/bibtex (i.e., like NSF wanting URLs for on-line articles in the bibs), run:
latex makebstIt will ask you a bunch of questions about formatting the bibliography, and finally make a file called "whatever_name_you_told_it.dbj", then run:
latex whatever_name_you_told_it.dbjand it will make the file "whatever_name_you_told_it.bst", then you use that as the bib style. You can edit the .dbj file after the fact to change the selection you made in the program by uncommenting out the appropriate option. To include URLs, the bib key is "url" (so changing "adsurl" to just "url" will work for BibTeX entries from ADS). Oh, and you have to fix all the latex special characters in the URL to something that will agree with latex (i.e., change all the "_" to "\_").