Remember that there's two parts to a link - the text you see on the screen and the link that it actually goes to.
At lot of forums will truncate a link in a post (it replaces some of it with "...") so that you don't see a really long link, but when you click it goes through to the full link.
The problem comes when people use the mouse to highlight the link on the page then copy and paste that - it doesn't work! You need to right-click the link and select "copy link" (or similar) or you can click the link then copy it out of the address bar in your browser and paste that instead.
In the case above it works, but the actual link is:
but you see it on the screen as
See the difference? If you copy and paste the text off the page, you're copying the second one with the "..." in it, so you're not pasting the correct link.