Check out this for help: http://en.wikipedia.org/wiki/BBCode
Specifically, this:
http://example.org
However, any site you want to post should automatically be made a link. http://something.com
edit: hmm… doesn’t seem to automatically make it a link. Actually, that’s good, no one can accidentally post a malicious link anymore.
Oh well, follow mine or David’s suggestions on how to create a link and you’ll be fine.