The vast majority of forums/websites will allow you to place an anchored text link using the following  BB Code - 

[url=http://yoursite.com/]your anchor text[/url]

Some forums, such as Adobe, may have a more obscure linking format, such as the following -

[l=your anchor text]http://yoursite.com/[/l]

It is rather rare to come across a forum that does not support BB Code, but if you do then the HTML code for your link would be -

<a href="http://yoursite.com/">your anchor text</a>

Some forums may not support any coding (neither BB Code nor HTML), in which case just putting a full link to your site will usually result in an automatic hyperlink being created (ie: just putting http://yoursite.com/ will create a link back to your site automatically).

For most forums, just go with the first link method mentioned.