Well, we don't actually "support" that, though I did add the capability a while back. Problem is, I didn't do a routine for reversing it for editing, so I never announced it because it's a pain if you want to edit a post after inclusion of an anchor.
But here's how to do it, in case anyone wants to use it.
[ url ] url_minus_http_part_here [ /url ] [ tag ]Anchor_text_here[ /tag ]
Without the spaces.