The code here make links in posts global only for members.

Is there a way, as an admin or mod, mark a special link in an article exclusively for members ?.
This special link will then be visible only to members.

There is such way, but the implementation of it is not that quick. First of all, we need to introduce a special [url] tag which would contain at least a special ID or something like this (that way we could recognize the "special" links from "regular" links). Then the function you have mentioned, would be extended to replace such links only.

I've now solved for me like this: I define in the setup options: $adminHTML=TRUE; Now I can use HTML in posts.

Will i now make a special link only to members, i create the link code into a span tag :)

[Available to Members only] can be omitted, then a guest sees nothing from the link.

I think it's a bit wrong solution. The script will save the code straight, so this rule works only at the stage of posting the message.
As far as I understood from your post, you want to display some certain link to members, and do not display it to guests (or by some other rule).
This is possible only if in the database you already have stored this link.
But parseMessage function, when displaying a message, and regarding who's logge in, could apply a certain formatting operation to this text.

Thank you Paul, for this helpful information. And, I do not really need.