How to give href links in custom modules for multilingual site?
You have a mistake in your code.

Wrong:

t('&lt;p&gt;&lt;a class="stn" href="/my-page"&gt;Back to My Page&lt;/a&gt;&lt;/p&gt;');


Correctly

'&lt;p&gt;' . l(t('Back to My Page'), 'my-page', array('attributes' =&gt; array('class' =&gt; array('stn')))) . '&lt;/p&gt;';


For more information see function l();