On the post that you want to link to click on the number, it will pop up as a single post. Next highlight and copy the html address. Then go back to the post you want to put the link in, type out what you want the link to say, such as Chapter One, highlight it and click on the link button, it's the earth with the two chain links. A box will pop up, past the html address into and hit submit. Chapter One will now be "live" and will open up into a single post thread when some one clicks on it.
Does that make any sense?