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:


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!


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.