I assumed wrongly that my link would automatically become clickable. Is there a code I need to add to make it happen for future reference?

You need to add the html yourself:
[a href="http://kevinrossen.com/tech/rememberthemilk-com-smart-add-cheat-sheet/"]http://kevinrossen.com/tech/rememberthemilk-com-smart-add-cheat-sheet/[/a]
Exchange the [ and ] with "< less than" and "> greater than" (removed in the forum by RTM?) to get this:
http://kevinrossen.com/tech/rememberthemilk-com-smart-add-cheat-sheet/

Thanks rajjan. I guess I should've tried basic HTML, but I wasn't sur if this forum used special codes or not.

Thanks! That is quite helpful. I wish there was a way to add a code that would complete the task as soon as it was added. Maybe the plus sign. (For documenting tasks you've completed already).