How to make my hyperlink "clickable" in MS Outlook?

I'm using Microsoft Outlook 2003 and whenever I copy a URL into my email, it's not clickable. I always have to open the hyperlink option and select it. Then it will underline the URL and become clickable. When I use my Outlook (same version) on my work email, it makes it clickable automatically. So there must be a setting I can change, but I can't find it anywhere. Help!