Hyperlink in a dialog box or alert

I need a dialog box with a mix of text and hyperlink . i'm using photoshop cc 2014.

I tried with the following code

dlg.myText.addEventListener('click', (function() { 

  var fname, shortcut; 

  fname = "_shortcut.url"; 

  shortcut = new File("" + Folder.temp + "/" + fname); 

  shortcut.open("w"); 

  shortcut.writeln("[InternetShortcut]"); 

  shortcut.writeln("URL=http://www.mywebsite.com"); 

  shortcut.writeln(); 

  shortcut.close(); 

  shortcut.execute(); 

  $.sleep(4000); 

  return shortcut.remove(); 

}), false); 

Thanks in advance