Start out by opening a web page (VIEW SOURCE) and interrogate the HTML tags and URL string (everything past the "http:" info) -- this information will need to be generated in an HTML-based EMAIL body. You will likely need to construct the HTML as part of a DATA step created in the body of an EMAIL.
In addition to Scott's suggestion, you might also want to check with your mail administrators to find out whether sending/receiving HTML in email is allowed. Some sites block out-going HTML and some block in-coming HTML messages and only allow plain text messages. (...which would defeat the purpose of building the HTML).