You have to go to the site you want to link to and highlight the address, then copy it. (apple-c).
Then go to the reply box on the thread you want to respond to. Simply, click on the icon of the globe with the chain link located at the top of the reply window. A window will open. Paste the link into the window (apple V) and click on OK.
"If you want to make an apple pie from scratch, you must first create the universe." -Carl Sagan