There’s no special setting for URLs, they’re just plain HTML. The formatting can be tricky though. The links actually are garbled in your post, but I’m guessing that’s just because you were using the html editor in the forum? You might also try using single quotes:
If that doesn’t help, try switching to a standard theme and deactivating your other plugins for a moment. That will rule out any conflict, and themes and plugins are the most common cause of AJAX errors.
You can also send me a login and I’ll see if I can spot the error for you.