I do not know of a way to launch a URL into the browser either...
I had been working on a Pandora radio app, that will embed it directly into the DFX skin. It is still a bit beta, but it does work well for me at least.
Make sure you use Internet Explorer, and log into your Pandora account, and then you are all set. This only has to be done once to set the cookie for the browser.
Read the Read Me.txt in the folder on where to put the file.
Here is a screen cap of it in action:
I also made another small applet for Slacker Radio, it is available HERE.