Ajeh,
I'm so sorry that I haven't been able to explain myself very well. I went ahead and installed a fresh ZC on an empty domain of mine so that I could show you (my cart is in development and exists only on my test server right now).
Check https://www.ofelixculpa.net
In the banner_box_all sidebox, the middle ad now has "HTML Banner Text" as a link. When clicked, this link brings up a the url I have listed in the Banner URL field (https://www.ofelixculpa.com -- just pictures of my house).
The banner manager is also counting the clicks on that link (which I understood the directions to say that it wouldn't do).
Anyway...I'm so confused that I don't even understand what's supposed to be happening and how what happens there is different.
Sorry. I know confused people can be a real pain. Thanks for helping!
Oh...Just in case you want to see what I did, the admin username is "admin" and so is the password. The admin folder is still named admin as well.