This should work:
PHP Code:
define('EMAIL_FREE_DOWNLOAD', 'http://www.site.com/download/download.zip');
// First line of the greeting
define('EMAIL_WELCOME', 'We wish to welcome you to <strong>' . STORE_NAME . '</strong>. For becoming a new customer, we would like to give you a small token of appreciation. Please visit <a href=\"' . zen_href_link(EMAIL_FREE_DOWNLOAD, '', 'NONSSL') . ' \">this link</a> to download a free screensaver - an animated work of art to decorate your desktop when you are away, featuring many of the artist\'s favorite images.');
This one is a first time modified, tell me if it does work. 
PHP Code:
define('EMAIL_CONTACT', 'For help with any of our online services, please email the store-owner: <a href=\"mailto:' . STORE_OWNER_EMAIL_ADDRESS . '\">'. STORE_OWNER_EMAIL_ADDRESS .' </a>\n\n');
define('EMAIL_GV_CLOSURE','Sincerely,"\n\n"' . STORE_OWNER . '"\nStore Owner\n\n<a href=\"' . HTTP_SERVER . DIR_WS_CATALOG . '\">'.HTTP_SERVER . DIR_WS_CATALOG.'</a>\n\n');