There is a worksheet function called hyperlink.

if the cell B1 contains the value:
=Hyperlink("http://www.mywebsite.com")

It will be a link.

So to get the whole column as a link, you would have to
structure your SQL query so that you get back the result
in the format:
=Hyperlink("http://www.mywebsite.com")

If the query is automatic and you cant change the format
in which the results come, I would suggest that you just
have another column with a formula using the Hyperlink
function.

For eg: if column B has your URLs, then, say in, column F
you could have a formula where
F1 =Hyperlink(B1)
F2 =Hyperlink(B2)
and so on...

Hope that helps.

Sanjay V
Sanjayva at yahoo dot com