Generally, the syntax is
<a href="URL">link-text</a>
where the blue parts have to be written exactly as above, URL is the address (starting with "http://") linked-to, and link-text is the text (or, more generally: a part of the html-document, e.g. an image) that's made into a link.
Note, that the anchor tag (like many html-tags) comes in two parts, with the text-to-make-a-link-from in between.
To link, for example, to this here page, you could write a/o i have written something like
<a href="http://wda.tradivarium.at/how2link.htm">HTML-links 101</a>
For more examples just look (e.g. in FireFox by pressing <Ctrl-U>) at the source-code of an html-page, e.g. this one.
To spare myself some typing, i usually generate those anchor tags with a little scipt, e.g. the following ("DOS") Batch-file, named AN.BAT: ctc "<a href=\"%1\">" rem ctc.exe Copies Text to Clipboard rem "%1" refers to the (first) argument passed to AN.bat McCopies & D.Stribute 2140-2142