Yeah Hoopdy, what do you actually want?
If you want to create a web page with a link in it then as TheStu said it's HTML you better start learning, but I would've thought that that was obvious anyway.
If on the other hand you want to add a link to an EXSITING web page, that you're currently looking at in Safari for example, then you'd start by using AppleScript and calling the "do JavaScript" function.
So which is it mate? Or have you sorted it out now?
P.S. What does this have to do with the "MacBook and MacBook Pro" forums?