When you focus a link or some other focusable HTML element, you’ll get some more or less ugly outline which might not quite be what you want. In Firefox it’s for example a dotted border:

To remove this outline e.g. for all links, simply add this CSS:
a { border: 0; outline: 0; }
This won’t work for any element in Internet Explorer. You might have to add some none standard attribute:
<a href="#" hidefocus="true">some link</a>
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