What S.A said is correct.. All aspx controlls will rendered as html controls..
For more clarification put Aspx controls, run the page and see the page source on right button click..
If you still didn't get try below..
css
.mylink{color:#565656; text-decoration:underline;cursor:pointer;}
.mylink:hover{color:Orange;}
Aspx control
<asp:hyperlink id="HyperLink1" class="mylink" runat="server" xmlns:asp="#unknown">click here</asp:hyperlink>
Hope you got solution..