Need help on creating text hyperlink

I am sending an e-mail through C# code to myself. I am formatting the
mail through XSLT.  I am creating a text hyperlink in the body of
message like:

Click HERE to proceed.

Where HERE is hyperlink to some URL. When viewed in microsoft outlook,
its not shown as hyperlink.  If viewed in IE, HERE is shown as
hyperlink.

Can anyone help me out if it is a problem of outllok and how can I
resolve it? Or is there any other problem and how to resolve it?