Making a link into a word

[Viceroy]

How do you make a link into a word. For instance, I want the following:

http://www.atypical.net/mm/nagin.mp3

To look like a hyperlinked word, not a website. Please.

[Shay]

Urr, press the button that say's "insert hyperlink"

[a/k]

Um.. Are you kidding me? (http://www.atypical.net/mm/nagin.mp3)