Reporting hyperlinks in messages

Hi,

I have a scenario where user wants 'hyperlink' in error/warning messages.

For example, an error message would look like: -

Upload Error Occurred!!! Please refer to [User-Guide]

Now click on 'User-Guide' should navigate user to a specified link.

How to achieve this in Web Dynpro Technology? (WD Java/ WD ABAP/ HTMLB)

Thanks and regards,

Amey