You spelled center correctly.
The reason it's not working is that you still have a </center> tag in your 'click here to enter' line. Remove it.
The entire chunk you want centred should begin <center> and there should be no </center> tag until
after the last bit you want in the centre.
The whole lot should look like this:
Code:
<html>
<head>
<title>Welcome</title>
<body>
<h1><font face="arial" font color= "0000FF"><center> WELCOME TO MY WEBSITE</h1></font>
<a href="http://www.nicka.demon.co.uk/main.html">CLICK HERE TO ENTER </a><p>
<img src="http://www.nicka.demon.co.uk/images/Pict0020.JPG"></centER> <p>
<body bgcolor= "66FFCCAA">
</body>
</html>