The trick to that is learning to make an actual link of it (not just post the URL as is), and for that you need to use the "a href"-tag:

<a href=""></a>
(you can copy the code above and save it in/as a textfile, if you got trouble remembering it.)

<a href="your link URL in here">Your link title in here</a>

So:
<a href="http://www.ancientworlds.net/aw/Thread/251005">Cafe Chanchamayo</a>
makes the following:
Cafe Chanchamayo

Or if the problem is just getting all of the URL-address from it's window; the trick to that is to right-click on the URL (in the window) and then choose the option "copy" (or "select all" if the whole URL for some reason doesn't light up, after which you right click again and "copy" the URL.) Then you just paste it, preferably using the way I showed you at the start of this post.

Hope this helps? :)