Go to CP --> Design(templates) ---> General appearance of forum pages and paste after $BODY$ this:
Code
<?if($GROUP_ID$=0)?>
<script>
e=document.getElementsByTagName('A');
for(k=0; k<e.length;k++) {
if(e[k].className=="link"){
e[k].innerHTML = '[<b>Links can only be seen by registered users, click here to join<b>]';
e[k].href = '/index/3-0-0';
}
}
</script>
<?else?>
<?endif?>