The Portable Freeware Collection Forums

How can I embed a hyperlink into a message? I would like to edit my signature on a forum and place a hyperlink to a thread in it. I was wondering, how do people embed hyperlinks into a message and then rename it, so that you simply click on a word and it'll take you to another web page. I would very much appreciate any replies to this question that explain exactly what I need to do, step-by-step.

Thanks for the link.. It really helped me a lot.