Click through is achieved by adding
link_display_name=”/members/%%nicename%%/”
In this case I am using the BuddyPress profile page
This turns the users name in to a link to http://www.example.coom/members/%%nicename%%/
with nicename substituted appropriately.
Go to http://s2member.com/kb-article/s2member-list-shortcode-documentation/
and look for link_display_name