I know there are some html restrictions (certain disallowed tags) on these forums. At one time, these particular disallowed tags were listed in a forum which has been eliminated and no longer exists. Try posting a hyperlink. I've never had a problem using a hyperlink. Copying/pasting a website's URL will not show up as a link.

Denny Denham (a forum member) has a website that offers assistance on several forum topics, including hyperlinks. Go here.

certain browsers have issues as well -- IE7 I've noticed anyway