URL in Finder

Hi there I hope someone could help me. I recently switched from pc to mac and I love it. I have however a problem and I cannot find a solution anywhere.
In explorer, or Run, you can simply enter a URL (for a jpeg for example), and it will immidiately begin to download the jpeg. Yes, I could do this in a browser, but for the purposes of which I'm looking for, I need this functionality available in either "Finder" or Spotlight.
This gets REALLY helpful, when you are using some web site, (let's say attaching an email for example) that requests for a file on your hard disk, which then opens up finder...but what if I want the website to use a file that's on the web!?? I have to first download that file, and then repeat the proces...which is annoying.
Any ideas?
Ronnie

I think that happens in Windows simply because Windows is based on IE. Win Explorer is just an extension of IE and or IE is an extension of Explorer. So web pages can open in a Win Explorer windows and you can browse your hard drives in internet explorer.
This functionality is not part of Mac Finder as Safari is a completely separate App.
There are pluses and minuses to every OS platform. You have just found one that is a plus in one and a minus in the other.

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