Greetings,
At this time you may not specify a URL to be loaded as the actual page. What you need to do is create the HTML message in Notepad or a web-authoring program such as FrontPage (save as "HTML, Filtered"). Make sure all images point to files hosted on your web site such as noted in the
example I provided previously. Create your message in LMP, making sure to paste the HTML you created in the HTML section and entering something for the text message for those readers who do not support HTML. Using a "Link to HTML" message code as the text message works great and will eliminate the need to create two copies of your message.
Please let me know if I can be of further assistance!
Regards