One thing you can do when clicking on a link to open a new page is to mouse over the link to make sure it's taking you where it says it's taking you. Some jokers will use embedded links to misdirect people to pages that are different from the pages they say they're sending you to.
Have a look at these links.
Click
here to go to the British Royal Family home page.
Click
http://www.royal.gov.uk/output/Page1.asp to go to the British Royal family home page.
Click
here to go to the British royal family home page.
Click
http:///www.royal.gov.uk/output/Page1.asp to go to the British Royal Family home page.
In the last case I had to make a small change to the link to make the redirect work (note the
http:///, which in most cases people won't register), but in some boards they'll let you embed one link that directs you to another.
BTW, the non-royal site isn't one that'll give you viruses; I'm just using an irrelevant site for illustration. It is a site that'll waste a lot of your time if you let it, however.