The pop-up help bubbles in CiviCRM administration pages sometimes have links in them, but they can't be clicked because the bubble disappears immediately after moving off of the question mark icon.
I experience this in Firefox and Safari for all the pop-ups in CiviCRM.
The behaviour should be changed slightly to accommodate link clicking. This user interface problem probably has a best practice solution, but
two suggestions that first come to mind are to not remove the pop-up if the mouse is inside it, or have a delay on the bubble disappearing (e.g. 2 seconds).