All you need to do is mark the text that you want to attach a hyperlink to with the CFE_LINK Effect. You'll have to keep the URL in a list somewhere so you can respond to user mouse clicks in your WM_NOTIFY event interception.

See my cool spell checker example for how to do this. The spell checker marks all mispelled words with the CFE_LINK effect so that when the user right clicks on it spelling suggestions can be made.

BTW this is much better than RobDogg's simple little spell checker

Edit: the link you provided above does not work.

-Bill