I am using A:link but in FF it works while IE dont show any chages, any way to make it working.

Yes, use it CORRECTLY. If you're going to use a pseudo-class, you have to define all of them - a:link, a:visited, a:hover, a:active - AND you must define them in that specific order.

We need to see the page or the code to determine what's going on.

Think of it like LoVe HAte. Love comes first, then you hate.
Link
Visited
Hover
Active

There is also focus in there, but there is a reason for doing it in that order. They all have the same specifity, but you can not have a unvisited link (:link) and visited link (:visited) at the same time so they go side by side. Then hover and active come because you can't be hovering over it, and be clicking it at the same time

As the above post explains, without a link, we can only guess what the real problem is For more information on this subject, check out these links

http://www.w3schools.com/CSS/css_pseudo_classes.asp
http://freeyourdesign.com/css/css-ti...seudo-classes/