Hyperlink type things - ANY IDEAS

I hope there's some gurus around here who have some info on this.

I have written an application in Delphi 2. Its basically an electronic
version of a medical dictionary.

What I would love to be able to do is have certain text look like they do
in Windows Help, or Internet Browsers. That is when you move over them, the
cursor changes and when you click an event occurs.

Does anyone know how this is done? I would really appreciate any ides,
tips, etc or details of any literature dealing with this issue.

Thanks a million for any help you may be able to give me.

Paul Brian