I realise this is a slightly old question, but it was driving me crazy too - and today I've found the solution that I believe the questioner was looking for (i.e. a direct mapping of Excel 2003's Web-->Address to the Excel 2010 Ribbon).
To customise the Ribbon, right-click on it and choose 'Customise the Ribbon'. You can make a new tab/group, or add this to an existing one. Choose to look in "All commands" and then the one you are after is simply called "Address". This puts a box with the full network path in it (that can be selected to copy) into the ribbon, just like Excel 2003.