Importance of Keywords inside URL.
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Yes, if your page is relevant for that keyword it is considered best practice to use the keyword in the URL.
And not only for search engines, but also for the people who find your page listing in search engines result pages. If they search for "design furniture" and they see the URLs as www.yourdomain.nl/Furniture they will probably wonder if your page is about furniture in general. But if you have "design furniture" in your url also they will have no doubt.
As a sidenote, I recommend you to use dashes in your URLs, not underscores.
So your url should be something like www.yourdomain.nl/design-furniture
For more details on why watch this video: http://www.youtube.com/watch?v=AQcSFsQyct8 -
Yes and No...
Yes from a user's point of view, its easier to remember and nicer to read - though length should be a consideration too.
No from the point of view that exact match domains (and potentially folders within) are being targeted and down graded by Google... / it won't harm you but you may not gain as much as you once would have done.