Yep that combined column thing was for things like first name, last name so the way it is implemented it becomes one field in the cache. Formatting like href links is applied at display time and the combined field is no longer a simple link.
Since people have started taking the plugin further than it's original use, the way it is done may change, however not soon !
Try using the non table option - then you can keep the fields in separate 'columns' and use css to arrange them the way you want. float them under each other etc.
(NOte Be aware that if trying to add html around multiple fields like some folks have tried that befoer/after text only gets issu)es if there is actually a value in the field - else blank. So don't put a start tag in one field's before and the end in another fields after unless you 100% sure that both fields will always be there.)
eg here: http://directories.wpusersplugin.com/memberdetails/
- some fields and some users floated up next to each other.