From the Apple Documentation in regards to UIAlertView Class Reference
Subclassing Notes
The UIAlertView class is intended to be used as-is and does not support subclassing. The view hierarchy for this class is private and must not be modified.
So to get the sort of customization you are talking about you would have to subclass UIAlertView
which is not allowed, your app will be rejected.
However there are some alternatives to UIAlertView
implementations that can be found cocoa controls.
You could just have a button that does the same as the link and than you could just use this method
- (void) alertView:(UIAlertView *)alertView clickedButtonAtIndex:(NSInteger)buttonIndex;
To determine which button was pressed then run your mail client.