I know that what I’m going to write now is rather obvious. But my memory despite of being good is short as well ;).
So just to have place I can check how I changed look of links in posts.
In .css file there is something like this (.css for MistyLook theme):

#content .entry a:link, #content .entry a:visited
{
border-bottom:#963 1px dashed;
}
#content .entry a:hover, #content .entry a:active
{
border-bottom:#963 1px solid;
}

So all links were underlined with dashed line. Also thumnails linked to full sized pictures. And they already had frames so together with underline it looked not nice ;).

I changed code to:

#content .entry a:link, #content .entry a:visited
{
border-bottom: none;
font-weight: bold;
}
#content .entry a:hover, #content .entry a:active
{
border-bottom: none;
font-weight: bold;
}

Now there is no underlined links but text hyperlinks are still well visible :).