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
Eureka! 