To be honest, indexes aren't designed for that. They're meant for fast lookup of short identifiers. Things like people's names and product ID's. Not long URL's. It's not performant.

If you need to keep a million long URL's in a defined sort order, my first recommendation would be, don't -- see if there's another way to achieve your end result. But if you absolutely have to, then create a new integer column to be your sort key, and use a little bit of extra code to give it values that produce the same sort order.

Creating short numerical primary keys for long strings is a common database technique.