<?php
mail($to, $subject, 'http://www.site.com?='$var, );
?>
.. won't work since the quotes are screwed up.
You might put your entire string into a variable like this :
<?php
$message = 'http://www.site.com?var='.$var.'&var2='.$var2.'';
mail($to, $subject, $message);
?>
Note the way the message-string is put together using "." and "'" - be sure to check out how qouting work in PHP or one day you'll be killing yourself for it ...