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I've noticed this in two separate locations, and on both IE and Firefox. If there's a link within a post, and I simply click on the link, it just reloads the discussion page I'm already on.
It looks like the problem is a few people are used to creating links with BBCode, which lets you just select a word, press a button, and pop in a URL for it.
Our forum uses HTML to create links, so it's a little bit different. When you highlight a word and click the link button it will automatically wrap your word with this:
<a href="WORD">WORD</a>
You need to replace whatever is in between the quotes with your actual URL. Ex: