I know what the problem is....if a link has some control characters like "?" or escape characters \ for example the link won't show up here. This is for security purposes. If you allow those symbols in links a hacker could try to insert malicious code and who knows what might happen.
I had this turned on for awhile but turned it off again to alleviate risk. Some links to sites on other website will of course work but it depends on what symbols appear in the URL.
Hope that explains things.
I'm evaluating some photo gallery stuff for here too. Not sure if I should add it here or just put links to the yahoo photos and other good photo storage sites already on the web. If they were here I could put a gallery link under each post and in a users profile leading to their pictures for the ads they post and just general picture galleries that user's want to keep here of their rc stuff.