You find the site you want to add, open it up, highlight the address in the toolbar at the top of that page then right click and "copy" - come back here, post your message, leave a little space then right click again and "paste".
Go the page you want to link to. Right-click in the address bar, to highlight the URL. Select 'Copy'. Go to where you want the link to appear. Right-click and select 'Paste'
Boxtops must be marginally quicker at typing than me!
That's a good point, though, about ensuring that there's a space at either end of the link. If you don't leave a space the link get's muddled up with other text, and won't work.