Your answer is Task Scheduler.
First, remove your startup items from the Start Menu -> Startup section. I'm going to show you the far better way to do things in Windows 7...
Next, type Task Scheduler into your start menu and press enter. This is your new home for all tasks that start due to an event (ie, startup) or on a schedule. There's good stuff in here
You want to click on Action -> Create Task.
A new dialog box will appear. Give it a description, like "Start Firefox". Then navigate to the Triggers tab.
In the Triggers tab, click the New button. On the "Begin the task" drop-down, select At Startup. Here is where you can find your "Delay task for..." drop down! Go check it, give it a minute or so, and press OK to return to the Triggers tab.
Navigate to the Action tab.
In the Action tab, click the New button. Your action will be "Start a Program"; you can now go browse for your hyperlink shortcut OR you can browse for firefox and then enter the URL as an argument. Press OK to return to the Action tab.
Navigate to the Conditions tab.
Depending on your needs, you can modify the power state requirement (by default, it only runs if you're NOT on battery... But maybe you want it to run even if you're battery?) You probably don't want it to stop if you disconnect from AC, so you should probably uncheck that.
Navigate to the Settings tab.
In settings, I'd uncheck the "stop the task if it runs for..." setting, just because you will want to close it on your own.
You can do some seriously awesome stuff with this tool, to include multiple triggers, multiple application launches, blah-de-blah. Task Scheduler turned pretty bad-ass as of Windows Vista but nobody noticed because they were too busy hating the OS
It's still bad-ass under Windows 7, and any true power user should be using it for anything that "starts up" with Windows.
I use it to control pretty much every startup task, for reasons similar to yours as well as things like only starting apps when I'm on AC power or starting apps that need UAC permission but I don't want to type in my credentials every time (I refuse to turn off UAC.) It can do a LOT of interesting things...