The CSS you have is not only in the wrong order to work properly, but it should be in the <head></head> tags of your page, not in the body of the page itself. The correct order is:
a:link
a:visited
a:hover
a:active
All you need to do is surround the body section of your page with a <div>, give it an id and then write the CSS for it. It could look something like this:
<s-tyle type="text/css">
#content a:link, #content a:visited, #content a:active {text-decoration: none; color: orange; }
#content a:hover { text-decoration: underline; color: orange }
</style>
And the page would look like this:
<div id="content">
<p>Page information <a href="page.html">Link</a></p>
</div>