It's not an effect I'd recommend from a usability perspective: most people expect links to be of a consistent colour and form. But seeing as your using stylesheets, unlike most other folk here, I'll let you off the hook on that one.
CSS comes with a very handy feature known as Classes. These allow you to create a seperate style from the one you (probably) defined as the default style.
For instance, I've used this in various places. In this case, every link has an underline, whereas the links in the navigation bar do not:
a {
color: #000000;
background-color: #ffffff;
text-decoration: underline;
}
a.nav {
color: #000000;
background-color: #ffffff;
text-decoration: none;
}
Now you're probably wondering how on earth the broswer know which one to use. Simple, you need to add one extra thing to the link code in the HTML:
<a href="index.html" class="nav">
That last attribute tells the browser to use the "nav" class, instead of the normal link styles.
Webmonkey has some excellent tutorials, including ones to do with CSS.
http://www.webmonkey.com