One option would be to configure UR to display documents internally, and use Ctrl+J or Item | Open Document to open externally (and holding down the Alt key when selecting an item will prevent it from being loaded internally).
Another option would be to check 'Tools | Options | Miscellaneous | Launch favorite external with Ctrl down', then define favorites for the documents you'll open externally, and use Ctrl+favorite (keystroke/menu/toolbar item) to open the favorite item's document externally (select other items as usual or open the favorite without Ctrl down to open internally).
http://www.kinook.com/UR/Manual/option_miscdialog.htm