How to attach an icon with a Link ??

Hi,
I want to do something like in the following link done by wikipedia.
http://en.wikipedia.org/wiki/Wikipedia:About#References

In the above link under refrences see the first records in that record u'll find an external link. In that external link they attached an icon of external link. and when we move our mouse over the link and icon, then the link underline only comes at link text not on image icon.
Same thing i want to do with my links.
So, Can anyone provide me the CSS class using which i can acheive this???

I have also tried it by myself But in my case its giving underline on icon also, what i d't want??

Thanks