Just to add to Guilbert53's answer (to prevent you from making a common mistake), make sure that there's a space both before and after the link when you paste it (or, possibly better still, put it on a line on it's own). If, say, you type a semi-colon immediately before it, or a full stop immediately after it, your punctuation will get mixed up in the link and it won't work.
Also the easier way to highlight the text in your browser's address bar is to RIGHT-click on it, which will bring up a menu at the same time. Select 'Copy' from that menu, then come to an AB post, RIGHT-click and select 'Paste' (which I find easier than using the 'Ctrl' shortcuts).