[OS X TeX] Bib style definition?

[Vic Norton]

How do I define a bibliographic style? Where should it be defined?

Here is my situation. I am using TeXShop and BibDesk--MacTex distribution. 
I am writing a paper in 'sospdr.tex'. Its bibliographic commands are
   \usepackage[numbers]{natbib}
      \bibliographystyle{plainnat}
   \usepackage[%
      colorlinks=true,citecolor=blue,urlcolor=blue,linkcolor=black%
      ]{hyperref}

The problem items appear in 'sospdr.bbl' as

   \bibitem[{Wolfram MathWorld}(2006)]{pseudo}
   {Wolfram MathWorld}, 2006.
   \newblock URL
     \url{http://mathworld.wolfram.com/Moore-PenroseMatrixInverse.html}.

   \bibitem[Yahoo!Finance(2006)]{yah06}
   Yahoo!Finance, 2006.
   \newblock URL \url{http://finance.yahoo.com/}.

When I typeset BibTex from 'sospdr.tex' in TeXShop, I get the warnings
   Warning--entry type for "pseudo" isn't style-file defined
   --line 30 of file sospdr.bib
   Warning--entry type for "yah06" isn't style-file defined
   --line 87 of file sospdr.bib

The output bibliography reads

   [4] Wolfram MathWorld, 2006. URL http://mathworld.wolfram.com/Moore-PenroseMatrixInverse.html.

   [5] Yahoo!Finance, 2006. URL http://finance.yahoo.com/.

Both URLs work. The URL in [4] is actually broken, but it is blue and clicking on it takes you to the pseudoinverse page at MathWorld.

OK, that is the preamble to my problem. Here is the problem: how do I style-define URLs to eliminate the warnings? In fact I would much rather see angle brackets than the word URL in the output , e.g.,

   [5] Yahoo!Finance, 2006. <http://finance.yahoo.com/>.

Thanks for any advice you can give me!

- Vic Norton
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