If a link is added at the end of a sentence, the period at the end of the sentence is included as part of the URL. While this can easily be avoided (by including a space after the URL), this is not exactly intuitive.

Depending on where the URL is pointing, this can cause an apparently broken link.

For example, this link would currently "break":

You can find NMock at http://sourceforge.net/projects/nmock.

However this is fine:

You can find NMock at http://sourceforge.net/projects/nmock .