Link in LaTeX

I want to present a link to a pdf file in a pdf.
In the LaTeX body I have
http://www.dieterbritz.dk/bla.pdf
but I want this to be a link. I tried href, adding
the package hyperref, and that hides the link text,
and puts a red frame around each line in the
Contents section for some reason.

I also tried framing the link text with \ url{...}
but that didn't work.

So, how do I display the link text and make it a
link that can be clicked on to get to the pdf?