I thought this problem sounded familiar. I opened my web browser and tried to send a link to myself, but sending it via SMS was the only option. I had the same problem with the "Reply As New" program that crossriver systems offered; I could only reply with an SMS, not an email.
Pressing "P" brings up the same option as the Send Link option, with the addition of "Copy Address" which may help because you can just paste it in an email after you copy it. The "L" command, which should do about the same thing, does nothing on my BB.
This probably won't help, but you can go to the page that you want to link to, and then hit the "s" key. This puts the web page in your message list like pushed content would appear. You can't really do anything with it other than open it, however.
Hope some of this is at least slightly useful