If you want to disable ALL links, see the answer from user3182143...
If you only want to disable a specific link, you can still use those methods - you will just need to evaluate the request part of shouldStartLoadWithRequest:(NSURLRequest *)request and decide whether to return YES or NO
If you want a specific link to look different, you'll need to modify the html. Couple ways to do so, but we really need more information about exactly what you are trying to do.
Are you displaying ONE specific web page? And all you need to do is change ONE link in that ONE page, and you're done? Are you displaying a series of pages? Do you have any control of the pages? And so on.
I'd suggest you start searching for and reading about uiwebview insert html or uiwebview insert javascript