Well, the "problem" with closures in such a case is, that any access to i would reference the same variable. That is because of ECMA-/Javascripts function scope or lexical scope.
So to avoid that every call to alert(i); would display a 5 (because after the loop finished i === 5), you need to create a new function which invokes itself at runtime.
To achieve this, you need to create a new function, plus you need the extra paranthesis at the end, to invoke the outer function immediately, so link.onclick has now the returned function as reference.
