[Spank]

You could set it up like this
Go to AdmincCP. Custom BB Codes> Add new BB Code>

Then insert the following:

Title: Anything you want
BB Code Tag name: Whatever you want to be the tag eg [URL2]
Replacement: <a href="http://www.example.com/forums/{option}">{param}</a>
Example: [URL2=their-post.html] Their Post[/URL2]
Description: Post internal links, copy everything after forums/ and inser into the tag.
Use {option}: Yes

All the other options are optional.

Hope this helps.