Those are called Tags. Every Wordpress website uses them. http://codex.wordpress.org/Template_Tags How they are displayed is dependent on how your theme is designed. If you need to style them differently, you'll need to do that by hand, or try a tag plug in.
This actually appears as a pop up like stuff towards the end of the wp post near the footer. Enables users to view more posts. Reduces bounce rate.
Hmn. I see the close "X" at the top now. It would be nice to get a link to this so that we can see the functionality to better help the OP.
Have a look @ http://shailan.com/3067/displaying-random-posts-using-shortcode/ you can see it pop as you go to bottom of the page..