With http://www.docx4java.org/trac/docx4j/changeset/1645 if a content control is bound to text which contains http://, docx4j's BindingHandler will make a w:hyperlink out of that bit.
sample-docs/word/databinding/hyperlink-binding-test.docx can be used to test this functionality.
There's a catch though.
Word 2007 can't open the result, unless you remove the w:databinding and w:text elements from the w:sdtPr.
If you use the RemovalHandler to remove the content controls entirely, ...