is generally the way to go, despite the caveats which seem to be putting you off. Unless you're trying to write something that's compatible with multiple database backends, you don't need to worry about them, you only have to make it work with the database you're using. (And if you are
trying to target multiple db engines, you probably want to use a higher-level abstraction on top of DBI anyway, so that you don't have to deal with the inconsistencies of SQL syntax from one db engine to the next.)
If you really don't think you can accept working with last_insert_id, then there's also the option of doing your insert, then SELECT id FROM Participants WHERE Url = $the_url_i_just_inserted, since you say the url is unique, but it seems a bit wasteful to do that extra query when last_insert_id is sitting right there, just waiting to be used for this exact purpose.