Index: wp-admin/includes/update.php
===================================================================
--- wp-admin/includes/update.php	(revision 12605)
+++ wp-admin/includes/update.php	(working copy)
@@ -126,7 +126,7 @@
 		return false;
 
 	if ( current_user_can('manage_options') )
-		$msg = sprintf( __('WordPress %1$s is available! <a href="%2$s">Please update now</a>.'), $cur->current, 'update-core.php' );
+		$msg = sprintf( __('<a href="http://codex.wordpress.org/Version_%1$s">WordPress %1$s</a> is available! <a href="%2$s">Please update now</a>.'), $cur->current, 'update-core.php' );
 	else
 		$msg = sprintf( __('WordPress %1$s is available! Please notify the site administrator.'), $cur->current );