If the option is available, the other way you can create a link is to place a javascript onclick event on the surrounding div like so:
Code:
<div onclick="location.href='xyz'" style="cursor: pointer;"></div>
whereby
xyz is where you chuck the link you want it to go to.
The good thing about this is, you can create a click function for the div, and by changing the style of the mouse to go to "pointer" it genuinely looks like a link.
a couple of the downsides to this is, if your trying to track data for the advert, you may find it a little harder. As well as if your trying to track the path taken by users to the site. As this isn't an Anchor, the stats won't be stored as usual.