Yes you should be able to (providing it's a website and not like a yahoo profile). What do you use to make your website? If you are using a text based editor, add this to the source of your page
[a href="(blog link here)"]text you want to link to[/a]
replace the [ with <, the ] with > and (blog link here) with your blog URL (for example, if you wanted to link to Google, you'd replace it with
Google. Also, change the "text you want to link to" with whatever you want (I suggest something like "my blog".
Hope that helps
