I am going use "[" instead of "<" so you can follow along...hopefully.
Go to the page where you create a new post. Look for the tab at the top that says "template" and click on it.
In the box below look for:
[MainOrArchivePage]
[h2 class="sidebar-title"]Links[/h2]
Just below that you will see how the links are set up. Use the exact same html and just place the actual web site in the center of the html line.