How does one deal with one word in parenthesis at the start of a sentence? [duplicate]

Possible Duplicate:
(I'm not sure) how to capitalize this sentence

How does one deal with capitalization in a situation like this:

Correlation does not not imply causation. (Link) However, one can...

or

It took me so long to make these candies that I swear I'm never baking again. (Maybe) The whole kitchen was a mess...

This has come up for me a couple of times, not always with links, but always in a casual setting. I wouldn't try it in an academic essay! I could probably find other ways to get around it, but I still want to know the official rules! In the above example "Link" is not a full sentence, so I feel funny capitalizing it, but it starts the sentence, so I feel even stranger not capitalizing it! Then, the word that does actually start the sentence needs to be capitalized and I don't know what to do next...I end up leaving it as it is in the above quote.

Edit: I added another example...I think I confused the issue with having a link. I'm bad at making up examples :(

To try to explain myself a little bit more: I can think of other ways of writing the above sentences, but if I wanted to keep it as it is, what should I do about capitalization and/or punctuation? In the second example, I don't want the (maybe) before the period, because I want the rythem of the sentence to land squarely after again. It comes after a period so I feel it should be capitalized...but I don't know if it should have a period after it or not.

Considering your two specific examples: The items in parens simply don't belong with the second sentence; they could legitimately stand alone and contain their own punctuation:

Correlation does not not imply causation. (Link.) However, one can...

It took me so long to make these candies that I swear I'm never baking again. (Maybe!) The whole kitchen was a mess...

But I think they more appropriately belong with the previous sentence:

Correlation does not not imply causation (link). However, one can...

It took me so long to make these candies that I swear I'm never baking again (maybe). The whole kitchen was a mess...

In this case, I would automatically use:

Correlation does not not imply causation. However, one can...

This is doubly apposite since the title of the linked cartoon is 'Correlation'. In your case, the link belongs with the first sentence, so it should be worked into the first sentence rather than being left dangling at the start of the second.

If the setting is informal, then you can get away with what you've got. Since the link is almost functioning as a sentence, I might think about punctuating it as one:

Correlation does not imply causation. (Cartoon.) However, one can...

In a more formal setting, you could use one of the reference notations, as in 'footnotes or book references'. Perhaps:

Correlation does not imply causation [1]. However, one can ...

You are then left with the issue of 'where does the real reference appear', and it begins to get difficult to handle with Markdown. But somewhere at the end of the document, you might find:

1 http://xkcd.com/552/

Some papers I see document when the link was last verified:

1 http://xkcd.com/552/ (link verified 2012-01-04).

And the [1] in the body of the document should ideally be a link to the tail reference, and there should be a link in the tail reference that takes you back to the where it appears in the document (if it appears in one place - like a footnote). A ubiquitous reference document is trickier - you may have to rely on the user's back button. The tail link with the actual URL visible has some benefits if someone prints out the page or document (some people still do that, of course).

Updated question

I think your new example should probably treat the '(Maybe)' as a single word sentence (interjection), and punctuate accordingly:

(Maybe.)

(Maybe!)

(Maybe...)

Or you could treat it as a parenthetical adverbial at the end of the first sentence:

... I'm never baking again (maybe!). The whole kitchen ...

... I'm never baking again (...maybe). The whole kitchen ...

Once more, you should not treat it as a part of the second sentence; it simply doesn't belong. It is either a part of the first sentence or a separate sentence (of a slightly peculiar and decidedly minimalistic form).

Does that help at all?