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>BTW, I found I could create an HtmlAnchor control in code behind but could not find it in the toolbox (or in the list of available toolbox items) or add it manually to the aspx. Any idea why that might be?
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I don't know why they didn't make it a "normal" ASP.NET control (eg. the standard <asp: syntax). I guess they figured they already had the HyperLink control. Anyway, you can manually add it to your ASPX just like I mentioned:
<a id="anchor" runat="server">