In most browsers, when you focus on a link you will see the indication outline that you have focused on the link. This can look rather ugly in some situations, and is easily removed in all browsers with one line of css.

To remove the outline from your page, just add the below to your style block associated to the link you want to remove it from, like:

a{outline:none !important}

The above snippet, if placed in your stylesheet (or style block) will remove this outline from all hyperlinks in the site.

It's definitely worth me mentioning that you should take careful consideration when deciding to do this, as it does have accessibility implications and should only be done in rare cases.