In InDesign, under Type Menu > Hyperlinks & Cross References > Convert URLs to Hyperlinks ... this works effectively. Both mail:to and hyperlinks are auto converted, no selecting neccessary.
The functionality is missing in InCopy, which is really where I need it. And that is why I am asking about a script.
Wooo-hooo! Kasyan! I want to try this. Can you give me a better link? That URL seems to be broken.
EDIT: woops, hold on, it downloaded.
While It would not work in InCopy — where it's needed — it half-works in InDesign. This could be because of the age of the script, etc, not sure.
It catches only the mail:to links and misses all the URL links. I looked at the script but couldn't see why it wasn't catching the URLs.
I tested it in InDesign CS6 against a simple document and it worked for me: created a few hyperlinks.
Anyway I have another script (I wrote it recently in CS6). Some small adjustments will be necessary. Give me your e-mail via PM and I'll send you a copy.