Add the full link, with:
"http://"
to the beginning of a line, and most decent email clients will auto-link it either before sending, or at the other end when receiving.
For really long urls that will likely wrap due to all the parameters, wrap the link in a less than/greater than symbol. This tells the email client not to wrap the url.
e.g.
<http://www.example.com/foo.php?this=a&really=long&url=with&lots=and&lots=and&lots=of&prameters=on_it>