I think most e-mail providers automatically make hyperlinks the moment you start typing http://.... or www.....
The simple solution: Copy + paste the link
If that still doesn't solve your problem, click the icon that resembles the earth-with-link icon at the top of the message box in Quick Reply (I'm talking about Computer Forum's message box) and type in the link at the window that appears. The appearance could be different depending on your e-mail provider, however. In Gmail the icon is a chain with blue outline.