Add the following form element in hook_form_alter() to add your own HTML markup.

$form['html_markup'] = array('#markup' => t('<a href="http://eureka.ykyuen.info">Eureka!</a>'));

For Drupal 6, please refer to the following post instead.
Drupal – Add HTML Markup in Form

Done =)

Reference: Drupal 7 Form API Reference