Joe:
Yes. That is correct, about categories and posts.
As a matter of fact that is what I do at my site.
I use it only to have a destination for Google to check setting up adwords accounts. But strangely enough, though I do little preselling here, I still manage to get some sales without even trying. Power of pinging I guess.
Since I have a url under each keyword, those url's are still the same dcmain, but a different page(not wordpress).
So I see where you're going with this and it should work fine the way you describe it.
If you are doing adwords for these offers, you may even want to put the url of the post that relates to the product. I probably should do this, but I'm lazy and not really using the site to sell, but the possibility is there and I'm building content,although not great, all the time when I add a new offer.
The other thing I was thinking was that your problem could be in your css file.
The class in the source code of your post shows as "entry". So there may be some code in there that tells it to do something with links or "a" I think in css speak.
I'm not a css expert , and you can really screw things up if you don't know what you're doing, but just looking at the code can't hurt, and if you make a backup, minor changes can be easily undone. Oh yeah, That is in the presentation,theme editor,sytlesheet area.
For example the following code tells wordpress what to do when someone hovers over a link in the post title.
#content .post-title a:hover {color: #6F83A5;}
Yours would be entry instead of content. I doubt this is the problem, but you never know.
If you have another theme, you could try switching to it and see if the problem is theme related. If it works in the other theme then it is likely a problem in the theme. That will at least narrow the problem down.
Hope that is not too technical, and that it helps.
Pablo