I finally figured out how to copy a URL in the X11 clipboard with
[[http://elinks.or.cz/][Elinks]] (a *great* text-based Web browser) using a key stroke. Woohoo!

<example>
enable_systems_functions ()

-- Set X selection
function to_xsel(url)
  execute("echo -n \""..url.."\" | xsel -i")
end

bind_key ('main', 'p', function () to_xsel(current_url()) end)
bind_key ('main', 'P', function () to_xsel(current_link()) end)
</example>

For some reason, I am force to call =function () to_xsel(...) end=
instead of =to_xsel()= itself in the binding as otherwise it doesn't
work. I didn't understand why, but whatever.