In Control Panel modify your message.
Tick the 'HTML message' checkbox
type in the body
<a href = 'http://www.yoursite.html/'>Type what to display here</a>
I don't quite understand your second question.
If you use outlook you need to set up an account in it to receive your mail from your autoresponder email address.
The auto responder just sends the writer a reply but their email will still be sent on to you.