They should work now. Evidently, for all you bloggers that don't know this, you have to have the link already copied before you highlight the word you want to link. Otherwise it will not go to where you want it to go.
1) Go to your website (or whatever you want to share)
2) Copy the address
3) Go back to your blog and highlight the word
4) Click the little green (bull-looking) thing above in the box