This example does not apply to the latest XtraReports version, because with the 16.1 release, the corresponding functionality has become available out of the box. The current solution for this task is described in the following thread: Export to HTML - Create hyperlinks using the "a href=" tag to avoid security warnings.
The following example demonstrates how to create a custom HyperlinkLabel control. This control is intended to show hyperlinks on a web page without using JavaScript, as it is done by default in XtraReports. Instead, to show a hyperlink it shows the "a href=" tag to avoid security warnings.