In VSD, you will need to close your site and re-open it, then choose "Menu->Settings>Standard Settings for new pages..."
(This menu option is greyed if you edit anything, so hence I say do it from a freshly opened site in VSD).
Now, in here you have several choices. The two that matter are the bottom two:
Link Colors (Global Setting)
Link Underline Options
Between these two settings you can change the color of text in links dependent on their visit status and you can also decide to omit the underlining of links by unchecking the 4 boxes on the Underline Options area.
Make your choices and click "Apply to all pages". Then confirm this, save the site and publish it.
When you go to view the site, be sure to press CTRL+F5 to force your browser to load from the server rather than cache.
Dave
