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\usepackage[dvips,colorlinks=true,urlcolor=blue,bookmarks=false,pdfpagemode=None]{hyperref}

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Create a .ps file in the usual way (latex, then dvip).  Create a pdf file using ps2pdf or distill.  The
link will be ``active'' in the pdf file.

My web site for \href{http://www.stat.cmu.edu/~hseltman/BookMusic.html}{Books and Music} is here. Try it out!

The direct web address is \url{http://www.stat.cmu.edu/~hseltman/BookMusic.html}.

More info on pdf hyper-references is at\\
\url{http://www.tug.org/applications/hyperref/manual.html}.

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