You can use Internet Explorer, but as it is not normally on your search path you must provide an explicit path to it.

This method launches IE explicitly - useful if you have another application associated with URLs, or if you have a strange URL.

Code:
$sURL="http://www.microsoft.com"

$sIEexe=ReadValue("HKLM\SOFTWARE\Classes\Applications\iexplore.exe\shell\open\command","")
Run Join(Split($sIEExe," %1")," "+$sURL)