(their FAQ)[http://www.cryonics.org/prod3.html]:

I used to have trouble remembering the exact Markdown syntax for links. It's easier to remember when viewed in light of Markdown's intent of being as close as possible to normal human-readable text:

• The first character is an open square bracket, not an open parenthesis, because square brackets are less common in normal text.
• The link text comes first, not the URL, because that's what's visible to the human reader after the conversion to HTML. The URL is like a footnote. (Not a mistake you made in your comment, but still an easy one to make.)

Edit -- other pitfalls:

• There must be no space between the close square bracket and the open parenthesis.

• If the link contains a close parenthesis it must be preceded with a backslash. So if a link's last few characters are foo) the Markdown version's last few characters should be foo\)) (note the two close parentheses -- a backslash-escaped one that is part of this particular link, followed by one that is part of the Markdown link syntax).

• In Less Wrong's Markdown implementation, the link needs to include the

  http://
  

  or

  https://
  

  part at the beginning. If it's left out, the link text and everything will disappear.