: How it's better to format links to Internet in a text written on paper? Links are useful to add additional information or second meaning or special flavour to certain words. This is especially

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The immediate thing to bear in mind is that the use you're describing is something very specific and unique to hypertext documents. You might as well ask "onstage I can wink at the audience, how can I do that in text?" or "I want my screenplay to be filmed with some equivalent of footnotes." You're not going to find a full equivalent, because you're adapting a very medium-dependent effect into a completely different medium.

That said, you can try to achieve the same kind of effect, using similar tools. But the best way to do that may vary widely according to the particular piece you're writing.

If you're actually interested in referring readers to websites, in a consistent and unobtrusive way throughout a substantial document, then footnotes serve your purpose admirably.
If you're going for a comic effect, and doing so only once or twice, then you really need to tailor the phrasing to the punchline. Often a parenthetical "(see clever.url.com )" will do the trick.
If you want to repeatedly use the sort of doublespeak you gave in your example - where the URLs serve as snarky subtext for your main text - URLs probably aren't your best bet to begin with. You want to convey extra meaning somehow, but URLs are long and cumbersome in prose, and don't fit in naturally with the flow. (And of course the hypertext element, of being able to actually follow the link, practically disappears.) So you can look for some other way to get across double meanings.

Probably the most straightforward way to achieve the last goal would be to use footnotes here too, with snarky asides rather than URLs:

Some programs allow users[1] to launch
security attacks with ease and comfort. This certainly[2] puts them
to the position of the respectable IT security specialists[3].

[1] read: script kiddies.

[2] At least, they seem awfully certain of it.

[3] They wear ties and everything!

I've also seen formatting where you've got typed text, and "scribbled" comments in the margins, or on top of particular phrases. Similarly, strikethroughs can be used to good effect:

Some programs allow script kiddies users to launch security attacks with ease and comfort.

But note that hardly covers all the cases you'd like it to! For example, the next line would hardly work as proposed:

This wishful thinking certainly puts them in the position of the Serious Business Trope respectable IT security specialists.

In this context it's worth noting Daniel Handler, aka Lemony Snicket, who employed a "double meaning" device heavily throughout A Series of Unfortunate Events: he would constantly explain what words mean, as in:

"You say these programs put us in the position of respectable security specialists?" Violet asked. "Indubitably, said Klaus - a word which here means "highly dubious."

Handler made this device very much part of his narrative voice - this isn't something you could just stick anywhere, or use inconsistently. And if you use this device verbatim, it'll mostly sound like your copying the Snicket tone. But if that's a type of humor you want to employ, then just as Handler has done, you can figure out your own device, your own running gag, and put it to good use.

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1) If piece is only printed:

I would footnote it, and put the full link at the bottom or at the end, depending on your piece. That being said, I would only use such a construction for citing sources, not for jokey things like tvtropes as you have above. If mentioning the website is relevant to your text, then say it that way:

Some programs, like the Metasploit Project, allow users to launch security attacks with ease and comfort. This certainly puts them in the position of the respectable IT security specialists 1.

1http://www.somewebsite.com/wishfulthinking.html

(pretend the link is underlined, as apparently I can't make that happen on stackexchange :) )

2) If the piece will ultimately be a PDF:

Underline the link and make it clickable in whatever program you're using (Word, InDesign, etc.).

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