You should consider stubbing out the urlHelper itself, something like (I'm using NMock - but I believe the semantics should be similar for your mocking framework):
var target = new AccountController();
var urlHelper = MockRepository.GenerateMock<UrlHelper>();
target.Url = urlHelper;
//Now you could stub the various functions of urlHelper, like:
//urlHelper.Stub(u => u.IsLocalUrl("blahUrl")).Return(true);
There are a few other issues as well. UrlHelper doesn't have virtual methods, and hence stubbing the methods would be difficult. In such a case, you can have a wrapper over UrlHelper - and inject it into the controller. Use the wrapper and delegate the calls to the actual urlHelper instance.
Thus, your controller would not interact directly with the urlHelper. Instead, it would talk to the wrapper. By having an interface for the wrapper, it'll be very easy to test the controller.