Ok folks, here's the problem with links. If you use BBCode to link something, it's not gonna underline it and thus make it hard as hell to see. If you use html, everything is underlined and everyone is happy.
We could make the text color for links wildly different than normal text, but it makes everything look like shit. I'm not entirely sure why BBCode isn't underlining hyperlinks, it could be because the board is set to allow html. I'm checking on it.
For the time being though, just use html if you want people to see your glorious linkage.
Or make the colour subtly different (well, less subtle than the current link color). Or go through and change the text-decoration: none's to underline's in the CSS :)