I found a good? way to do this myself by using FormText.
FormText vForm = new FormText(pParentComposite, 0);
vForm.setText(vText, true, false);
Just remember that the text must be wellformed xml with <form> as root element.
<form><p>This is where the real message should be with first link <a href='/myLink.html'>Link1</a> </p></form>
Have a look at FormText