As far as the text about using the address book to specify how a person would like a message sent, this is what they are talking about
As you can see, for each person I can specify how they would like the message sent to them (either plain text, or html). I've never set that up for any person in my contact list, and have it as the default for Thunderbird, which is Unknown. So for me, messages are actually sent in both formats (plain text, and html) and I'm guessing that depending on how the user can get it, that is the message that actually gets delivered.
I'm also thinking somewhere in Thunderbird (or maybe its on the e-mail server side) to configure if a specific account can only receive html e-mails or plain text e-mails, or both. I would think there would be a place to do that, I just don't know where it would be.
So, there may be similar settings and configuration changes that you could make inside of WLM. I think it also has to do with how the e-mail is written. I remember seeing somewhere in Thunderbird that when I compose e-mails, I'm doing in HTML format (not plain text). This could be why when I send e-mails out, the plain text URL's are converted for me, as that could be a result of using HTML based e-mail.
--Brian