Try this
Code:
Sub Hyp2HTML()
Dim aHL As Hyperlink, sPref As String, aRng As Range
sPref = "<a target='_blank' href='"
For Each aHL In ActiveDocument.Hyperlinks
Set aRng = aHL.Range
aRng.InsertBefore sPref & aHL.Address & "'>"
aRng.InsertAfter "</a>"
Next aHL
End Sub