Installation

git clone https://github.com/jakgra/urxvt-run
cp urxvt-run/jak-run ~/.urxvt/ext/

Then enable the extension in ~/.Xresources by appending it to the line: URxvt.perl-ext-common: ...,jak-run
And map it to a shortcut on your keyboard using this 2 lines:

URxvt.keysym.M-Return: perl:jak-run:run
URxvt.keysym.Mod4-Return: perl:jak-run:run_and_exit

ReplaceM-Return and Mod4-Return with whatever shortcut keys you wan't.
Then restart your X-server, and urxvt.
Then after you enter for example firefox in urxvt, press Mod4-Return and firefox will be changed to nohup firefox >/dev/null 2>&1</dev/null&disown&&exit and launched and the terminal window will be closed.
Or press M-Return and firefox will be launched but the terminal window will stay open (the command is the same without the &&exit at the end).