Yes I just have verified: Version 33 does not open any URL shortcuts. It is surprising that no one else has replied so far. I use Windows 7, 64 bit, all updates and patches installed. Could the issue be limited to this particular OS?
I managed to fix v 33 and URL shortcuts (even if Iron is set as default browser) on my Windows 7 system. It turned out (in my case) to be a registry key that wasn't updated because chrome.exe rather than iron.exe is now the file that 'works'.
Solution that worked for me: Back up your registry before you mess about with it. Go to HKEY_CLASSES_ROOT\ChromiumHTML\shell\open\command
And make sure that it reads: "C:\Program Files (x86)\SRWare Iron\chrome.exe" -- "%1" (or whatever path Iron is installed to - just check it doesn't read iron.exe because that doesn't work)