There are no built-in facilities for 'push' style triggering of a URL+browser. I believe your basic concept - create a tiny service which runs on the device which just launches and then listens (or polls or long-polls) for an incoming socket message - would be the basic approach.
There is the greater 'Android Cloud to Device Messaging Framework' (
http://code.google.com/android/c2dm/index.html) but I don't think that is what you're looking for.