I posted instructions to someone else on this just the other day, but beggered if I can remember which thread it was.
Couldn't be easier though.
1. Copy the URL of the page you want to link to.
2. Click on the URL button beneath the posting box.
3. Paste the URL into the box that appears.
4. Hit OK.
5. Give it a name.
6. Hit OK.
LabRat