It’s a portable app, so just download it, unzip it and run it. Each time you copy a URL to the clipboard, a window will pop up asking you if you want to save it, and giving you the option of editing the accompanying note (by default, it takes the title of the page). Clicking the app’s icon in your system tray will pop up a window showing your list of saved URLs and allow you to manually add to and edit the URLs in your list. URLs can be saved to an HTML file, which makes them easy to import into other apps.
It works really well, although I have noticed a couple of occasions when it’s running that it’s prompted me to save a URL more than once. Also, if you leave it running when you’re not saving URLs for later use, the pop-ups can be a little annoying; you can always shut the app down, though. It’s nowhere near as powerful as a fully-featured bookmarking app like Pinboard or Licorize, or a note-taking app like Evernote, but URLHistory provides a simple, no-fuss way to swiftly save a bunch of URLs.
URLHistory is free, and can be downloaded from the author’s DonationCoder page. Note: According to the Freewaregenius blog, it’s better to download a modified version of the app from this forum thread, as it fixes a bug where URLs containing dashes are truncated.