Gonzalo,
I am not really up-to-date concerning changes which happened since the tarball release, i can only point to the possible source of this error condition ... so you can work backwards from that: it seems that the request object is fed a URL which does not pass a very basic URL scheme check.
what is the target URL the request is to be delivered to? is the URL auto-generated to some extent? i assume um::request is somewhat related to adenu's user model client thingie?
//stefan