I was using Cross-Linker but it was killing my database so I recently switched to KB Linker. It's much easier on the host.
http://wordpress.org/extend/plugins/kb-linker/
However, I'm finding that it will try to insert links into the attributes of image tags, breaking the images.
Has anyone else seen this? Know of a solution? I left a comment on the authors blog site, but he appears to have moved on and is not answering.