wx.html and application specific anchors<a>

I know this has been discussed before, but I couldn't concoct the
necessary google incantation to dig it up...

I use wx.html.HtmlWindow to quickly produce formatted information. I
would like to be able to create anchor tags <a href="..."> some anchor
</a>, that were '"application specific". That is, instead of loading
a URL, I want my application to "capture" the click and behave
appropriately. It would be analogous to handling an event.

Thanks,
jw