Like in The Facebook footer bar is an iframe, so why it doesn't it reload with the rest of the page? the link to the wikipedia article could not be set: http://en.wikipedia.org/wiki/Ajax_%28programming%29
This is essentially by design; have you read the markdown help?
There are at least 5 different ways to make links
http://foo.com <http://foo.com> [foo](http://foo.com) <a href="http://foo.com">foo</a>
and of course the default toolbar markdown (footer-y) way