Not that I'm aware of...
Persoanlly, I think this is a good thing, but I don't do a lot of stuff with part numbers and such where a word with numbers wouldn't necessarliy already be mispelled.
The documents I check have lots of URLs, especially TinyUrl refs...
Word 2010 lets you ignore numbers in spell-checks -- a really useful feature sometimes.
In CS4, is there any way to make the spell-checker ignore words containing numbers?
Having to tell the spell-checker to ignore each one manually is a real pain...
It's possible that a GREP paragraph style, or GREP find/replace, can apply a [No Language] character style to text that fits the patterns of your URLs. There are great GREPpers on this forum who may step in. InDesign's speller skips text without a specified language.