Your query has really got me thinking. By default WordPress adds a 'nofollow' link to the comment author's site. This fact got many people up in arms and it in fact started the entire 'dofollow' movement. There are even plugins to ensure that these links are made 'dofollow' in WordPress.
You now want to exclude the URLs totally. On most WordPress blogs this field is not compulsory, your commenters can leave it out when commenting. I am assuming that when you comment on other sites you do not leave your link on them.
It will be interesting to see just what reaction this is going to get from the followers of your blog. It is sad but if the truth be told, many only comment because of the link.
Your comment on opening links in a 'new' window also opens up another can of worms. Doing this means that your XHTML will not validate.