1) Go to Text > CSS Styles > New Style. This will open the
New Style dialog box (fig 1)
Make
sure you click 'Use CSS Selector'
fig
1
2) Then you will get into Style Definition dialog box
(fig 2). set Decoration : none
then click OK, then Save, which will bring you back to the Edit Style
Sheet dialog box....
Fig
2
3) In that dialog box, click NEW...this will open New Style
dialog BOX, then select a:visited (fig
3). Click OK, and do the same for it that you did for
a:link, selecting the decoration : none option and saving.
Fig 3
4) Then back again to Edit Style Sheet dialog box, do the same
for a:hover (fig 4), and then for
a:active (fig 5). 
Fig
4 Fig
5
Click Done, and go try your page in a browser.
** Remember, it should be in right order : LINK - VISITED -
HOVER - ACTIVE.
** If you want to add effect while mouseOver,
change the setting in the a:hover part, ie :
Decoration :
underline
Font color : #FF9900
(orange)
etc.
** Anyway a:hover doesn't work in Netscape 4.x.
Once you're done, you should see something like this in <head> or
in your .css file :
<style
type="text/css">
<!--
a:link { text-decoration:
none}
a:visited { text-decoration: none}
a:hover { text-decoration:
none}
a:active { text-decoration: none}
-->
</style>
Hope it helps :)