Latex

If you (can) use the hyperref package in Latex to correctly format your URLs, they are by default created with a coloured box around them. This is achieved in your document header as follows:

\usepackage{hyperref}

There are two ways to modify the output of coloured boxes:

By adding the colorlinks=true parameter, the coloured boxes will be removed, and the linked text will become coloured. However, these colours will show up in printing!

\usepackage[colorlinks=true]{hyperref}

So one option is to replace all the coloured links to the default colour (in this case, black). However, make sure that the default text colour is actually black; for example, \documentclass{report} is actually a dark shade of gray.

\usepackage[colorlinks=true,linkcolor=black,anchorcolor=black,citecolor=black,filecolor=black,menucolor=black,runcolor=black,urlcolor=black]{hyperref}