Using anchor tags with header tags

Does anyone know if there are problems in screen readers when handling
clickable headers?  I have been told that some screen readers hide the
link from the user, because the header tag "overrides" it.  Is this true?

I have seen some Web sites use <a><strong>text</strong></a> instead of
<h2><a href="www.hp.com">text</a></h2> for text that appears to function
as a header on the page.  Is that better?

Thanks,
Melinda