Normally, when you click on a link in a profile, it opens in a new browser window. You can force links to open within the profile by using target="_self" in your <a href="..."> html tag.
Here's an example. First open up notepad or some other text editor. Then type an html link like this:
<a href="http://www.aimprofilethings.com/">a link</a>
Then just add the target="_self" part as shown here.
<a href="http://www.aimprofilethings.com/" target="_self">a link</a>
Finally, select all of that link text and copy and paste it into the profile editor window. Then click Finish. Check your profile and you'll see the link. Remember to click on the link to make sure it works and the page is viewable in the profile window.
If you have your own web site, you can create a new page just for the profile and add more links and text. If you want to make your profile into a few pages, just link to other pages using the process I described above.