Frontpage - HTML

I have put together a website and uploaded it onto a free web hosting server. I have a free domain and it is cloaking the real address. On my links on my main page for downloads it says (http://www.blabla.internetarmy.net/downloads.) Something like that.

How do I make the links say instead of where your going when you click on the link but something I choose. Like MY DOWNLOADS!! instead of the link?

Thank You

O ya, if you can explain this so I can do it using frontpage, that would definetly help.

 

After you create a hyperlink, select the URL and type what you want to be displayed.