make a string as a link

i have a problem with my desktop application
i am designing a GUI for my application and i want to make a string "text words" work as a link ( like those who are used in the e-mail and when text is clicked it turns us to another page to read the whole mail )
and again i'm working on a desktop application so i want the text to work like the following link :
mail
except this is a link in a web page but i want one like this but a link from a desktop window to another one :)

Read more about JEditorPane. That's what you need.