I would like to put a link to a webpage in an alert dialog box so that I can give a more detailed description of how to fix the error that makes the dialog box get created.
You could try asking them if they wish to visit via window.prompt:
if(window.prompt('Do you wish to visit the following website?','http://www.google.ca'))
location.href='http://www.google.ca/';
Also, Internet Explorer supports modal dialogs so you could try showing one of those:
if (window.showModalDialog)
window.showModalDialog("mypage.html","popup","dialogWidth:255px;dialogHeight:250px");
else
window.open("mypage.html","name","height=255,width=250,toolbar=no,directories=no,status=no,menubar=no,scrollbars=no,resizable=no,modal=yes");