Adding Links to featured area

I've used Wordpress MU for a couple of years now, but only joined WPMU and started playing with different themes in the last week or so.
I have got the Studio theme set-up and I wanted to have links in the featured area at the bottom, I have set these links through the Theme Options, but when I go to my site, the inks aren't there. How do I get a link button or make the image clickable? Is this possible? Where am I going wrong?

Thanks!