If you wish to remove the underline from all links in your message, this can easily be done using the Default Fonts Feature. Let's take a look...
- Edit the message in question.
- Select the Design tab on the right.
- Scroll down to the Default Fonts section.
- 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.