Thief^:What version of XP is it? It's the "Media Center Edition" skin, but that is available seperately. Do you have a virus? It could be a virus.
It's XP SP2 Pro (Royale theme). As I am on my company's network with lots of anti virus/firewall stuff etc., I don't suspect it to be a virus. However, I can reproduce this "functionality".
lolwtf:TRWTF is that you even left the ad link in the image.
Yeah, this is really a WTF. To be honest, I didn't even look at the HTML code I was pasting and I didn't realize until now that there are two (in fact three) separate images. When I previewed the page I thought they had manipulated the original image (why else would the link look so "strange" as compared to the rest of the text?). This leads us to the Real Real WTF: Why would you insert the ad-text as an image instead of plain text??