I'm puzzled now. You could certainly do something like this:
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Response.Write "<a href='yoururlhere.asp?urRequestVariableHere=Yourvalue'>Text Name of Link </a>"
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You could do this programmatically and build all components of the href via asp.
It also seems like you might be wanting to make asynchronous calls from what you've described. Are you essentially building the page(HTML) dependent on a user selection?
Another option would be to write out simple tab delimited text files and use FSO to read them.
Give me some more examples of what you are trying to do. DB is a good way to go. But you might easily accomplish the same thing with an XML object and AJAX, then use DHTML to rebuild the DOM. (I am fairly well versed in JS, so if that's the way you need to go, it's no problem.)
Are you trying to make some sort of RSS style story feed?
Let me know if you would like further assistance.
Cheers,
Jenkins