Provided you have selected the automatic parsing for links, typing an URL freehand works fine:

http://slashdot.org

However, when you surround it with parentheses, it doesn't work this well:

(http://slashdot.org)

As you can see from the above, the parsing of this URL has swallowed the closing parenthesis, which it should not have.

I know it's not optimal, but you could always place a space before the closing parenthesis. Maybe we need to look into the code to see if it's easy to parse that correctly.

Most* boards using bb code that I know do the same, and a few vB ones. I've simply learned to add the space.