if they aren't showing as links (blue) you can try adding < and > around the url, I believe that makes them clickable to the receiver of the email.<http://>
Not all email clients display a URL as a clickable link before the message containing it is sent, but may do so when it's received. This applies to (a.o.) Entourage. It may not hurt to add carets to the URL, but it may not help either.
Also note that there is a difference between dragging the URL from a browser's address bar to your email, and copying & pasting it there. The former looks like a hyperlink, the latter like a regular URL. You may prefer the latter for its clarity, although both should work equally well.