Here's how I do it, and this, although harder than just using the Border effect, it gets rid of the extra spacing on the bottom. You do not need to make the link a diffent colour.


a span.splnk
{
color: #FFAA00;
}
a
{
color: #000000;
}
a:hover
{
color: #0000FF;
}


This produces a cool effect of a different color underline than the text.

Now use this syntax to add the effect:


<a href="your link url"><span class="splnk">your link text</span></a>


Enjoy, and please correct me if I am wrong... :)