Mukesh,
There was no link in the message that you had posted. There are two reasons:
1) You forgot to paste the link. 
2) There is one issue I observed when you paste the link it does not appear.
Workaround:
1) Type a text
2) Highlight the typed text.
3) Hit CTRL+K or the Hyperlink button in the toolbar.
4) Paste the link.
5) Click OK.
David: Can you help pointing out if the textbox has any issue with hyperlink?
Deepak