Just change the URL action from Menu to Select.
If you share a package workbook with a sample (extract) data, would be easier for us to help you and demonstrate this functionality.
Actually the click action works on Dashboard on IE8 but not on firefox. Any idea why?
As I understand the URL actions on dashboards work well on most of the Browsers. I don't have a clear idea why it is not working on Firefox.
Let's see if some one else in the Community provides addition information about that.