Due to security considerations*, we have chosen not to allow for such a functionality currently. We are discussing different options, and this feature will be shortly implemented.
* Basically, anybody can pass a url to such a page opening gates wide open to cross-browser attacks and what-have-you...
Having said that, if you can't wait for a core solution, you can try one of the commercially available products (just beware of the security issues) - you can find them at http://marketplace.dotnetnuke.com, for example.