I18n Translate links within sentence

Dear readers,

I am developing a plugin and would like it to be translatable. What I have been searching for is how to translate a link within a sentence, such as:
`Please <a>create</a> a service’

I could translate this like so:
__('Please', 'my_plugin') ." ". __('create', 'my_plugin') ." ". __('a service.', 'my_plugin');

But I can imagine that in some languages the order of the words is not the same and so I can not translate as above. Then I would think about using sprintf(), but it’s arguments are not translatable.

So my question: how can I translate a sentence wich has a link within?

Best regards,
Irian