I don't really understand the question. Where do you want the link to be placed? The HTML you provided implies that you wanted the links to be in some sort of an HTML document, but nothing in the standard MediaMonkey window is based on HTML, as far as I know. Panels and forms can be added that include HTML, so you might be thinking of something that was added by some script or plug-in. If so, you would probably need to ask in the thread or web page for that script or plug-in. If you mean something like the Amazon auto-tag form, which is part of standard Media Monkey, but uses HTML, I think that could be modified, but I doubt that is what you meant.
I have a feeling, though, that what you really want is to be able to select a song, and be able to easily go to some webpage for that song. Well, you can do that, as long as you don't mind using your normal browser, by using ExternalTools v1.3 [MM2+3]
. Enter the path for the browser under Program Path and enter the URL, with %A for the artist, as the parameter. This doesn't provide you with a link to click, but it's still pretty easy, and you can define hotkeys if you like.
You will find that your URLs won't work very well in many cases, however, because the website probably doesn't use the artist's name in the same format as you have it in MediaMonkey. The norm for Wikipedia is to use underscores, rather than spaces, to separate first and last names, for example. You will be better off specifying the URL for a search page, if you can figure it out. For example, this works more reliably: 'http://en.wikipedia.org/wiki/Special:Search?search="%A
"'. The %A must be put between double-quotes, otherwise Firefox (at least) thinks there are multiple URLs to open if there are any spaces in the artist's name. (Ideally, there should be no spaces in a URL, but this worked for me.)