>If I know the message number, how can I create a URL link that I can post or e-mail that will link directly into UT on that message?

I took this text from the Help link that is available when creating a message:

How does the autolink work?

The Universal Thread engine will auto link specific items within a content. Specific requirements need to be found in order for the auto link to grab the items. For example, the item should not be already hyperlinked. For items such as FAQ and THREAD, the item need to exist. Specific naming conventions need to be found as well. For example, a Microsoft Knowledge Base article need to be entered as required.

The order of auto link is the following:
Any keyword entered in the Universal Thread link table
Any Universal Thread item like FAQ#, FAQ #, THREAD#, THREAD #, FILE#, FILE #, MESSAGE# or MESSAGE #, ARTICLE#, ARTICLE #, DOWNLOAD#, DOWNLOAD #, WISH#, WISH #
Any Microsoft Knowledge Base item like MSKB# or MSKB #
Everything that starts with HTTP://, WWW., HTTPS:// or FTP://
Any email