How about javascript: style link shortcut/bookmark? I used to use them myself for googling before google/mozilla had search toolbars.

basically it's a javascript oneliner with the URL being like such:

<a href='javascript: where = prompt("what?", ""); window.location = "h
+ttp://domain/script.cgi?query="+where;'>LINK</a>
[download]

This might not be a solution, depending on what you're are trying to do.