One way to do it (and it's how I did this in both of my apps) is to use
and pass in a custom panel as the message. In the panel, you layout your components and message like you want them and add a button that says something like "Visit Website" or whatever. Add an ActionListener to the button so that when it is clicked it uses the BrowserLauncher class (http://browserlauncher.sf.net
) to send the user to the web site.
If you don't want a button, you could make a clickable custom component that looks like a weblink and add that instead. I have written this component and keep meaning to release it as open source (free) but there are some brief examples of it floting around on the net.
If you don't understand any of this or want to see a code example, let me know.