1) If you are sending a text message, go to the "Tools|Configuration|Format" menu, select "Text" in the "Message Format" field. Then write your link in this format: http://www.mylink.com
2) If you are sending an html message, go to the "Tools|Configuration|Format" menu, select "Html" in the "Message Format" field. Then write your link in this format: <a href="http://www.mylink.com"> www.mylink.com </a>