Teamlasvegas...The easiest way to do it is to open a second internet window with explorer. In this new window, go to the site you want to link. Once there, just click on the address up in the address bar. That should highlight the address. Then, click on "Edit", "Copy". That will place a copy of the site address on the clipboard. Now activate your original window, go to your post and click "Edit", "Paste". That should do the trick.
Let me know if you still have problems.
Later,
W2P