You can add in some info to let the user know that they need to copy and paste the link if it is not active. To do this you should open the following files:
WA_Universal_Email > Email_Templates
In each of these files is the message of the email that the user receives at the various times. For example in the registration.php page inside of this email templates directory you could add a new line around line 9 and add in some text like this:
(if you cannot click the link below please copy and paste it into your browers address bar)
As for the 404 error it is telling you that the URL users_Confirm.php does not go to the page specified. Do you have your Registration Solution Pack files in a folder within your site? If so you will need to specify this folder in the WA_Globals > WA_Globals.php file in this setting:
$WAGLOBAL_Root_URL
It should be set to point to the folder that you have the Registration Solution Pack files in like this:
$WAGLOBAL_Root_URL = http://www.bloggingrepublic.com/YourRegistrationFolder/