Adding a link in error box message

[Raghu Loganatha]

Hi ,
Currently i have a error box message in my client script .

g_form.showErrorBox('*******', "****************************http://***********.");

The above line shows how i have it currently , I would like to have it as

g_form.showErrorBox('*******', "****************************LINK.");
I would like to add a url link to that message, How can i do that???
Your help is much appreciated.

Thanks.

[Felipe Augusto]

Thank you, it was of great help!