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The tag to create a link is called <a>, which stands for anchor. (Don't even try to imagine the thought process of the person who came up with this strange name for a link between pages. As Thomas Carlyle once said, "The coldest word was once a glowing new metaphor.") You put the address of the page to link to in quotes after href=, like the following:
<a href="http://netletter.com/dicko/index.htm">click here!</a>