Rich,
I think I know why you may have had problems. In IE, I see two boxes: "WYSIWYG" (which stands for "what you see is what you get") and "Source". You can paste a link in WYSIWYG mode and then click over to Source mode and modify the link. It may look daunting, but it can be done quite easily.
First, paste your link:
Then, change to "source" mode:
Thirdly, change the text between the brackets in the a href section:
Finally, here is what your post will look like: