I dont know if you mean opening a link in the same window opposed to opening a new window but if you do, I had this saved from a post I came one one of the other vB sites. I dont remember which and I dont know the poster but maybe his will help you?
How do I create a link in a message that will not open a new window?
If in a message I provide a link to "Register", I can certainly get to the registration process, but I do it in a new IE window. What do I enter to keep everything in the same browser window when posting the link in a message?
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Changing the behavior of the URL tag means modifying the includes/functions_bbcodeparse.php file.
As an alternative you can create a new BB code in your:
Admin CP -> Custom BB Codes -> Add New BB Code
Create the BB code shown in the attached image
As the attachment is larger than the restictions here (620x280?? :) ) here is the code:
Title: URL (same window)
Tag: url2
Repacement: <a href="{option}">{param}</a>
Example: w3
Description: This tag works like the [url]tag except the link will open in the same window.
I never actually got around to trying it as I installed something else and it didnt become an issue so good luck. :)