The URL tags function used to give me another window to enter the URL info and the label. Now it just inserts the URL stuff in the message text. What am I doing wrong?

 

That was code that Jack (or another Admin) had made. When the site switched servers, not all of the code was brought across.
Im sure Jack (or other Admin) will re-build the code in good time.
For now, if you want to insert a link to a web page, make you post look like:

open bracket url close bracket then the link, then open bracket /url close braket.

Should look like the following without the spaces:
[ url ] link name [ /url ]