[drupal_mail()](http://api.drupal.org/api/drupal/includes!mail.inc/function/drupal_mail/7), by default sends a mail as plain text.

If you print out the array `$message['headers']`, you will get something like:
 

    array(
        'MIME-Version' => '1.0',
        'Content-Type' => 'text/plain; charset=UTF-8; format=flowed; delsp=yes',
        'Content-Transfer-Encoding' => '8Bit',
        'X-Mailer' => 'Drupal',
      );

As you can see, the `Content-Type` in the mail header is `text/plain; charset=UTF-8; format=flowed; delsp=yes`. You can try by modifying this header in [hook_mail_alter()](http://api.drupal.org/api/drupal/modules!system!system.api.php/function/hook_mail_alter/7), you could use one of the modules which allows you to send the mail as HTML, like [HTML Mail](http://drupal.org/project/htmlmail), or [Mime Mail](http://drupal.org/project/mimemail).