All of the panes other than the Item Details view always show information about the selected UR item(s) (which are stored in the .urd file). The Item Details pane normally also shows information about that UR item, but when navigating to other files or web pages using the web browser Address bar or clicking on links in a UR item, the Item Details pane shows this non-UR page/document. The other panes still show the information about (and will edit) the last UR item you navigated to (which is still logically the current item). In this scenario, since the page being viewed is not a UR item, there is no UR item to store related data (notes, attributes, etc.) with.
Some indicators that you have navigated to an external page (non-UR item):
1) The Item Details pane caption will not be prefixed with 'Item Details - ' (and will be named for the current page rather than the last UR item)
2) The Address combo will contain the URL of the external page (the combo will be empty when viewing a UR item).
3) The View | Go menu icon for non-UR items will be an icon indicating an external link.
To make the current page a UR item, drag its URL or all/part of the page into UR. Then you can select the item and edit its notes, attributes, etc.
This was a design choice to provide a way to use UR as a browser for both items in the database and external pages/documents. Apart from immediately making every external page navigated to a UR item (which we decided would be undesirable), there aren't really any other alternatives.
You can also configure to always launch external links (non UR items) in an external application (Tools | Options | Browser | Launch shortcuts in external browser window by default) if desired. See
http://www.kinook.com/UR/Manual/?viewinginformation.htm and
http://www.kinook.com/UR/Manual/?panes.htm for more details.