The best way to sort this out is to look at the page in code view. Links should look like this:
text to click on here
If the link is to an external page or file (i.e. not on your own site) then put the full URL in, including the "http://" at the beginning. If you are linking to another page on your own site that is in the same folder as the page containing the link, you just have to put the file name (eg "pagename.html"). If it's in a subfolder it'll look like "foldername/pagename.html".
Hope that makes sense