How do I remove the dotted focus box around links?
If however you insist that the focus box be removed, then there are two ways of going about it.
The right way
The right way involves not making it impossible for a keyboard user to navigate your site:
<a href="page.html" onclick="this.hideFocus=true;" onblur="this.hideFocus=false">
This is better as this lets the user see the focus indicator before they activate the link, only hiding it when it's clicked, and then reseting so it will appear visible next time you tab to it.
The wrong way