To connect to a specific URL, open the Network Browser from the Apple Menu and choose "Connect To Server" from the Shortcuts button.
If you still wish to use the Connect To... applet, you can copy it from a computer running Mac OS 8.x, or you can create your own Connect To... applet and even expand its capabilities using AppleScript.
Here are two example Applescripts (type option-L to produce a ¬ character):
Example 1
display dialog¬
"Enter an internet address (URL) to connect to:" default answer¬
"http://www.apple.com/" buttons {"Cancel", "Connect"}¬
default button "Connect"
set theURL to the text returned of the result
open location theURL
Example 2
choose URL
open location the result
You can save either of these scripts as a run-only application (set to never show startup screen) from the Script Editor application included with Mac OS 9. For more information about AppleScript, see Mac Help, or visit http://www.apple.com/applescript.