You can use the DOM Inspector module at the bottom, select the hyperlink and modify its settings.
On a side note - on my end things worked as expected with span elements. I am attaching a short video that shows the expected behavior.
Also, if the issue is with span elements, you can try disabling the OptimizeSpans filter, as we advised in your previous thread: http://www.telerik.com/forums/problem-with-rad-editor-on-sitecore.
On a side note - we do not support Sitecore and we have had reports that indicate it runs on an extremely old version of RadEditor that is prone to causing issues, so I would advise that you look into upgrading to the latest (Q2 2015 at the time of writing).
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