Another way to do the same, I find it easier:
Use two tabs, one for your pprune ReplytoThread and one for the page you want to link to.
Type in your message, for example "I love the shape of the Mig-15".
Then go to the other tab and right-click on the url and click on copy.
Back to the reply tab and highlight 'Mig-15' (wipe the cursor over the phrase while holding the click down).
Click on the little world at the top, this will open a box.
In the box right-click and paste. Be careful that you don't have 'http://' twice over.
I love the shape of the
Mig-15.