Okay...  This is now VERY weird.  Your post WAS there, but I didn't see it until this morning.  [insert picture of monkey scratching his head here]

Now that I am able to get into my IDE, I can see that I have done something similar to Bill.  Since my example would contain too much BL, I will expand on Bill's example some:

Public Function AddHost(ByVal URL As String) As String
    ' I added the use of String.Concat - this is MUCH faster on a high traffic site

    ' just in case a stateless thread calls this method (it could happen)
    If HttpContext.Current Is Nothing Then
        Return URL
    End If

    Dim result As String
    'Dim host As String = HttpContext.Current.Request.ServerVariables("HTTP_HOST").TrimEnd("/"c)
    ' I usually use SERVER_NAME and haven't run into any problems yet
    Dim host As String = HttpContext.Current.Request.ServerVariables("SERVER_NAME")

    If URL.ToLower.Contains(host.ToLower) Then
        result = URL
    Else
        If Not URL.StartsWith("/") Then URL = String.Concat("/", URL)
        result = String.Concat(host, URL)
    End If

    Return DotNetNuke.Common.Globals.AddHTTP(result)
End Function

I haven't looked at it yet, but I assume that the DNN AddHTTP method determines whether the request is SSL or not.  Like this:

Dim strHttp As String = String.Empty

If String.Equals(HttpContext.Current.Request.ServerVariables("HTTPS"), "ON") Then
    strHttp = "https://"
Else
    strHttp = "http://"
End If

Paul, your example looks fine, as long as it does what you need it to.  I think these other two examples might be a bit more generic for your needs.