Here try this

VB Code:
  1. '// You need 1 label
  2. Private Declare Function ShellExecute Lib "shell32.dll" Alias "ShellExecuteA" ( _
  3.                         ByVal hwnd As Long, _
  4.                         ByVal lpOperation As String, _
  5.                         ByVal lpFile As String, _
  6.                         ByVal lpParameters As String, _
  7.                         ByVal lpDirectory As String, _
  8.                         ByVal nShowCmd As Long) _
  9.                         As Long
  10.  
  11. Private Sub Form_Load()
  12.     Label1.Caption = "Click Here"
  13.     Label1.ForeColor = vbBlue
  14. End Sub
  15.  
  16. Private Sub Form_MouseMove(Button As Integer, Shift As Integer, X As Single, Y As Single)
  17.     Label1.FontUnderline = False
  18. End Sub
  19.  
  20. Private Sub Label1_Click()
  21.     ShellExecute Me.hwnd, "open", "http://www.google.com", vbNullString, vbNullString, vbNormal
  22. End Sub
  23.  
  24. Private Sub Label1_MouseMove(Button As Integer, Shift As Integer, X As Single, Y As Single)
  25.     Label1.FontUnderline = True
  26. End Sub

Hope this helps

Jenova