tedster - 2:47 am on Feb 7, 2011 (gmt 0)

Welcome to the forums, Bobster.

If you're talking about user generated content - such as comments - then the website is running software that looks for the signs of a URL and adds the required HTML mark-up to make it the text clickable. Not every site does that, and if they don't your just get a non-clickable text URL.