You simply need to highlight the subject to which the link belongs, and look up at the top, and the chain thingy will get active. Click on that, and a window will come up, and then you can paste your link in there.
I don't think I read correctly. An email is easy! paste. Not sure about a PM, but if that little chain appears above, like you see now, you can do it. First you need to highlight the subject of the link.
Suzi