There is no setting on your pc that makes it possible. It depends on the setting that the message board/forum has setup. Some don't let you post links. If they do, they you typically need to use fourm code or BB code. Most forums will tell you how they format stuff. Once you find out if you can add links on any given forum, and if you are not sure how to use that particular kind just do a quick Google search for it. Often times forums will have a quick editor that you can use or advanced and it has WISIWIG buttons that make it super simple to add links.