Hyperlink Visited State

Rick's answer is to the point, just wanted to add that it would be better to use a Shared action if you are using CP7 or 8. I suspect you'll want to use this action over and over again.

A way there is? Yes

Basically you need to duplicate whatever it is you have linked from. Make sure you hide the duplicate in the properties and give it a meaningful name. Then create an Advanced Action that will perform three actions. One will be to open the link you want. The second will be to hide the original object. The third will be to reveal the object where the hyperlink color is the desired "visited" color.

Cheers... Rick