If you hover over a window in Windows OS focus shifts to that window (without clicking), so my first click on the link executes that link. In Safari, my first click brings focus to the Safari application, and then I have to click the hyperlink again to go to the web page.
Ah, I understand. As Mac OS X has a Menu Bar on top and not in every window like Windows does, such behaviour, called "follow-focus" (not to be confused with something like
this though), would be confusing.
However, someone wrote a software a while back to have a similar behaviour in Mac OS X, as far as I remember, I have used it for a day or two some years ago (does not seem to have been updated for
Mac OS X 10.7 Lion or
OS X 10.8 Mountain Lion) and it was annoying, but then again, I never used "follow-focus" in Windows 5.0 or Windows 5.1 (if it was even in it back then).
Anyway, here is the application:
http://www.atomicbird.com/mondomouse