Method One
1. First of all, hit the reply button to start your reply. You will enter the reply window.
2. Click on the little green mailbox with the + on it.
3. After you click the mailbox, a little window will come up. It will ask you to enter the URL. You enter it. Click OK.

4. It will the ask you to name the link. So give it the name that it deserves and click OK.
5. You will then see the name of the link in your post like this: 
Method Two
In reply click 'Insert special item' and scroll down to 'Insert post link'
That should bring up the following box. Type the link you want to post in the first box and the name you want to call the link in the second. Press 'Ok'.
When complete your link should be interactive and look like this: