I can confirm the problem on Mac OS X 10.5.6 with TeXLive 2008. Here's
the error message (repeated 3 times):
Illegal parameter number in definition of \...@tempa.
You meant to type ## instead of #, right?
Or maybe a } was forgotten somewhere earlier, and things are all
screwed up? I'm going to assume that you meant ##.
Actually, the URL that I want to reference has a single #, not two ##.
It is quite strange that the individual hyperlink works, but it does
not work when embedded in the footnote...