Well, creating it with a wysiwyg html editor is the best way. Just write the text as normal, and create links in the visual editor mode.
When finished, you can copy the html code to the resource box. Most article directories and publishers allow html in the resource box.
As for getting visitors to actually click through, well, that's a whole different story :)
In a nutshell, treat it like an ad. Make it highly relevent to the article itself. Tell the visitors that the more expanded answer to theire problems is on the other side of clicking that link...