Assuming the URL is correctly formatted, Mac PDF readers see them as weblinks pretty much automatically.
Otherwise you need to set them up as links using Acrobat (full package). Don't think you can do this directly from Quark. Perhaps someone will correct me if I'm wrong there.
Oh hold up - just checked in the PDF options dialog (when exporting to PDF (file/export layout as PDF) from v6.52) and there's a retain hyperlinks option on one of the tabs. That'll be it I suspect!
The test PDF I created has weblinks - no extra work required.
Seems it works by recognising the www bit. Removing http:// made no difference - the link still worked, but removing www. (from www.bcscreative.co.uk) killed the link.
Hope that helps a little! This was all on a Mac, btw.
Greg
I think therefore I am, you're pink therefore you're spam