Much to my surprise, I managed to solve this on my own.
In a last, desperate attempt, I used RegSeeker hxxp://www.hoverdesk.net/freeware.htm and simply ran a search on the URL that won't go away.
Lo and behold, there was a matching "key" or entry in the register! I deleted this and the problem was gone.
I then searched some other URL:s I visit. And yes, several of them were also found in the registry.
Why this happens is beyond me. But some sites seems to leave a footprint in the registry and CC does not clean this away.
Anyway, thanks CaPMan for taking an interest in my little problem.
Cheers!!!