There is "STR Replace" action for this purpose.
Enter one space into "Find Substring" parameter and keep the "Replacement" parameter empty (without any chars).
In this case the action removes all spaces from your string.
see the example below:
;*****************************
;* RoboTask Task file
;* Do not edit in text editor!
;*****************************
[Root]
ActionAfterRun=INTEGER|0
Actions=FOLDER
Automat=INTEGER|-1
CatID=INTEGER|0
ContinueOnError=INTEGER|0
ExternalName=STRING|"Task286"
Hide=INTEGER|0
ID=INTEGER|525520860
LogOnAsUser=INTEGER|1
Name=STRING|"Set variable ""MYURL"" with value ""
www.help me.com""..."
Priority=INTEGER|3
RunOnClose=INTEGER|0
RunOnStartup=INTEGER|0
ToLog=INTEGER|3
WriteGeneralLog=INTEGER|0
[Actions]
Action1=FOLDER
Action2=FOLDER
Action3=FOLDER
[Actions\Action1]
ActionID=STRING|"A_VARIABLES_SET"
Enabled=INTEGER|-1
Name=STRING|"Set variable ""MYURL"" with value ""
www.help me.com"""
Params=FOLDER
[Actions\Action1\Params]
expand=STRING|"0"
varname=STRING|"MYURL"
varvalue=STRING|"
www.help me.com"
[Actions\Action2]
ActionID=STRING|"A_STR_REPLACE"
Enabled=INTEGER|-1
Name=STRING|"STR Replace"
Params=FOLDER
[Actions\Action2\Params]
mode=STRING|"0"
source=STRING|"{MyURL}"
substring=STRING|" "
variable=STRING|"MyURL"
[Actions\Action3]
ActionID=STRING|"A_DIALOG_MESSAGE"
Enabled=INTEGER|-1
Name=STRING|"Show """"{MyUrl}"""""
Params=FOLDER
[Actions\Action3\Params]
icon=STRING|"1"
msg0=STRING|"""{MyUrl}"""
msgcount=STRING|"1"
playsound=STRING|"0"
showmessage=STRING|"1"