Html Agility Pack is the way to go. Don't forget to add the reference to it. This code illustrates one way of using HTML Agility Pack to create an XSLT which is what I think you want to do.
HtmlDocument doc = new HtmlDocument();
doc.LoadHtml(@"<html>" +
"<a href='#compantnameURL1#'>#companyname1#</a>" +
"<a href='#compantnameURL2#'>#companyname2#</a>" +
"</html>");
XmlWriterSettings settings = new XmlWriterSettings();
settings.Indent = true;
settings.IndentChars = (" ");
settings.Encoding = Encoding.UTF8;
using (XmlWriter writer = XmlWriter.Create(Console.Out, settings))
{
writer.WriteStartDocument();
writer.WriteStartElement("xsl", "stylesheet", "http://www.w3.org/1999/XSL/Transform");
writer.WriteStartElement("template", "http://www.w3.org/1999/XSL/Transform");
writer.WriteAttributeString("match", "/");
writer.WriteElementString("apply-templates", "http://www.w3.org/1999/XSL/Transform", "");
writer.WriteEndElement();
writer.WriteStartElement("template", "http://www.w3.org/1999/XSL/Transform");
writer.WriteAttributeString("match", "test/");
foreach (HtmlNode link in doc.DocumentNode.SelectNodes("//a"))
{
HtmlAttribute att = link.Attributes["href"];
writer.WriteStartElement("a");
writer.WriteStartElement("attribute", "http://www.w3.org/1999/XSL/Transform");
writer.WriteStartElement("value-of", "http://www.w3.org/1999/XSL/Transform");
writer.WriteAttributeString("select", att.Value);
writer.WriteEndElement();
writer.WriteEndElement();
writer.WriteStartElement("value-of", "http://www.w3.org/1999/XSL/Transform");
writer.WriteAttributeString("select", link.InnerText);
writer.WriteEndElement();
writer.WriteEndElement();
}
writer.WriteEndElement();
writer.WriteEndDocument();
}