The "actual URL" is not included in the HTML - not even in the headers. Viewing source will not help you. Inspecting the HTML will not help you.
I remember when I would tell people with complete confidence, "No, silly, you can't get a virus from email. It's not code!"
sigh.
At any rate, all these phishing toolbars work the same way: you send EVERY SITE YOU VISIT to the "controlling authority" -- whoever provides the toolbar, who then checks it all out and tells your browser what to do.
That's right; for any of these tools EVERY SITE YOU VISIT is reported to them.
I don't like that. Not only that, but there's nothing keeping them from taking even more data... you odn't knwo what that program does, do you? No. Plus, if the website is poorly designed, your valuable private data might be exposed in the URL. Plus, the hottest type of scam right now is cross-site-scripting, which uses THE ACTUAL BANK WEBSITE to steal your credentials. There's no way to win when you're putting your login information into the RIGHT SITE and it's being given to scammers.
Anyhow. Think twice about this kind of "protection."