Trello – Formatting text in checklists in Trello, or embedding comments

How do I format text in a checklist, or embed comments, within a single checklist item in Trello?

I would like to provide additional notes and a hyperlink for several items in a checklist, but I can't find a good way to do so so that it applies to the individual checklist item and not the entire card. Typing in the checklist item is just entered as one long stream.

Here's an example of what I'm trying to do:

 _
|_| Complete Software Installation
      Follow the instructions at www.example.com to complete the installation. 
      Please contact Bob when this is finished for next steps.
 _
|_| Schedule Software Training