How do you create a "link" in WinXP?

[toadstool]

Example:


http://forums.anandtech.com/messagepost.cfm?catid=34&postaction=post



I copied the above web addres as an example of what I'm talking about. Now, if I wanted to make it so other people can just "click" on it and go to the page, how do I do that?


Thanks