I've found a workaround: From the page(s) for which you want to make an active link:
1. Click on "Email Link";
2. Choose Windows Live Mail as the application;
3. Click "OK",
4. Give Windows Live Mail time to load. Once it's loaded, you'll see a filled-in email message with an inactive link for the page(s) you want in the message but lacking the name of the recipient;
5. Type your own gmail address into the "To" slot and click "Send".
6. Go to gmail and open the message you've just sent to yourself. The inactive link you sent yourself will be in the body of the email in active form. You can now copy-and-paste it wherever you want it to be.
Actually, it turns out to be a bit more complicated than the above. Some, but not all, of the inactive links became active as soon as I copied them into Windows Live Mail. However, they were all active once they reached my gmail inbox.
Making Links Active
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