Embed hyperlink

I would like to embed a hyperlink in my source document, then have it work in the PDF. I can type out a web address and have it work fine within the PDF, but have not figured out how to have a hyperlink work.
I know it's possible because I have a PDF from a commercial site. It includes an embedded hyperlink that, when clicked, directs the user to the appropriate Internet site.

PDFCreator doesn't recognize hyperlinks. It is the Adobe Reader. If you have Word- document you can use the free pdf-t-maker in combination with PDFCreator to get real links in your pdf.