I am guessing that you are trying to put a link in text that is in a "Data List"? For some reason (I hope somebody answer why this is so) there seems to be little you can change on text in a Data Item (part of a Data List). I have only found that you can make text into a link is if you start with a "raw" Text Box.
I do hope an employee can answer why things in a Data List are so "stuck". Why can't you change the text justification, or make text into a link?