In my page I have put some links under which I don't want any line, so, how can I remove that using HTML?
Inline version:
<a href="http://yoursite.com/" style="text-decoration:none">yoursite</a>
However remember that you should generally separate the content of your website (which is HTML), from the presentation (which is CSS). Therefore you should generally avoid inline styles.
See John's answer to see equivalent answer using CSS.