There are two methods for linking to a Joomla! 1.5 article available, and depending if you are using Search Engine Friendly (SEF) URLs you should use one or the other.  As of the writing of this post, there is no built in method for inserting direct article links while typing in another article, although there are several extensions that will do this (GET JCE EDITOR).  However, if you know what you are doing, it is very easy to accomplish yourself without any extension usage or writing.