The way I'd do it, which is probably a little tedious, is by having a variable for each incorrect answer separately, which is set to 1 if the link is clicked. Then, if that particular variable is 1, changing the specific $LINKTEXT# (numbered based on the order of the links on a specific page, so the first link is $LINKTEXT1, the second is $LINKTEXT2, etc.) for that page. Something like:
IF %WRONG1 = 1 THEN BEGIN
$LINKTEXT1 := "<span style='color:red;'>" + $LINKTEXT1
$LINKTEXT1 := $LINKTEXT1 + " - WRONG</span>"
END
Which would, if the variable %WRONG1 is equal to 1, alter the text of the first link on the page, beginning a red-colored span HTML element in front, then appending " - WRONG" to the end and closing the span element. You'll need to have a block of code like this for every possible wrong link.