When you reply to a message, click the "Go advanced" button at the bottom of the page. A new screen will come up.
Underneath the area where you can type a title for your message you will see all sorts of formatting buttons. Click on the icon underneath the white smilie face that looks like a globe with two links from a chain. When you hover your cursor over it, it should say, "insert link". Click on this button.
A new window will pop up and you will be prompted to enter the URL. Paste it into the new pop up box and click "ok". The URL along with some html coding will be pasted into your message.
Part of the code will be highlighted in blue. If you do not click anything, and just start typing, your typing will replace what was highlighted in blue. This is what will become the "click here" part of your link (like below).
I hope this makes sense.
I'll try to do a visual example with a link to my gallery below:
After you've pasted your URL into the pop up box, something like this will be pasted into your message:
[ URL="//www.splitcoaststampers.com/gallery/showgallery.php?cat=500&ppuser=67004"]
//www.splitcoaststampers.com/gallery/showgallery.php?cat=500&ppuser=67004[/ URL]
The part I've colored in blue will be wat appears highlighted blue. This is the part you want to delete and replace with "click here". When you do that, this is what it will look like:
Click Here
To make sure you've done it correctly, you can click on "preview post" at the bottom of the page before you commit yourself to posting an error.
I don't know if I explained this very clearly. I hope this helps!