To answer your question, http:// is the protocol with which the thing requested is to be obtained. The stuff after the :// is the location at which the thing requested is located. In order to be a valid Uniform Resource Location, you need to provide the location at which the thing requested resides, not just the protocol used to obtain the thing.
So, if you want to use the HyperText Transfer Protocol to retrieve some hypertext (encodement in HyperT Markup Language) located at www.example.com/myfile.html, your URL must be http://www.example.com/myfile.html.
With that said, I would first check the URL that you are sending with your form (if any).
If that doesn’t work, you will have to trace the code (and your submission) to determine if a proper URL is being generated within the plugin to find the offending code or you are likely to continue getting that error. Or, you could try contacting Gravity Forms which is likely to be a better option because they are the ones who are responsible for writing the code.