Here's one solution with CSS:
Code:
<html>
<head>
<style type="text/css">
A:link, A:active {
font-weight: normal;
text-decoration: none;
}
A:hover {
font-weight: bold;
text-decoration: none;
}
</style>
</head>
<body>
<a href="testing.html">Just testing</a>
</body
</html>
*edit: modified the post to be readable in the browser + added extra functionality (the link is underlined only when the cursor is on top of it)