Linked text in comments (markdown-style?)

I'd like to be able to use a [Markdown style link](https://github.com/adam-p/markdown-here/wiki/Markdown-Cheatsheet#links) in my comments.

Actually, any way to hyperlink a piece of text instead of showing the entire URL in the comment would be great.  Some URLs for dealing with issues (e.g.log links or exception-tracking links) can get lengthy and just muddy up the comment.

I currently do it markdown style, as shown above, just because it's what I'm used to, and always hope the editor will interpret it correctly, but I would be satisfied with any solution that gets all that URL garbage out of the comment text.