Hi!
as example search in "default" Template:
<td width="100%"><img src="{template_url}/images/header_logo.gif" width="405" height="60" alt="" /></td>
and replace:
<td width="100%"><a href="{site_url}"><img border="" src="{template_url}/images/header_logo.gif" width="405" height="60" alt="" /></a></td>
mfg Andi