If you want a link then you need to use the infobox option htmlContent, this is the example from the SDK docs:
var infoboxOptions = {width :200, height :100, showCloseButton: true, zIndex: 0, offset:new Microsoft.Maps.Point(10,0), showPointer: true, htmlContent:'Custom HTML'};
Based on the q's edit, the title click handler will probably do the job: Again from the doc:
'titleClickHandler string' The name of the function to call when the title of the info box is clicked. If this property is set, the title of the info box is displayed as a link.'