Hmm...try changing feed:description (in the template) to feed:content:encoded. Unfortunately I deleted the feed I created yesterday so I'm not sure exactly how I had it.
(I changed the item.rss to item.atom as well as changing it at the end), changed feed:description to feed:content:encoded, and did the other things I mentioned above. To be honest, I don't know if they're all needed or not.
Edit: well, that seems to fix the link if you're posting as announcements, which I thought was what you were using, but I just looked at your site again and it looks like you're posting to a thread. So that means for this fix to work you'd have to enable html in the forum you're posting in, which you normally wouldn't want to do (unless no one else can post there).
Sorry - if I have more time I'll try to look in to it more.