If you wish to remove the underline from all links in your message, this can easily be done using the Default Fonts Feature.
To do this, simply:
- Edit the message
- Select the Design Tab on the right
- Scroll down to the Default Fonts menu
- Unselect the Underline option for Links
As you can see above you also have the ability of formatting all links in your message as a certain colour, bold, italic or removing the underline.