I have always used what I call "faux menus" to do what you are talking about. Here is how I do it:
Set up a new menu called "faux data" or something of this nature. I always use the word faux so I know it's not a real menu.
Add a menu item to the menu that matches what you are trying to do (article, script, whatever you are using).
The menu items ARE PUBLISHED, but you will not create a module to place the menu anywhere on the site.
If you have your SEO URLs turned on in your Global Settings, you can now use the SEO friendly version of the URL.
This is the only way I know to do this, but it has always worked...let me know if you have questions.
Thanks,
Ryan