I prefer to handle this type of thing in the program logic rather than the template itself. What I'll do is create a template loop with a single generic link, and pass a value in the array indicating whether it should be linked or unlinked.

<TMPL_LOOP NAME="links">
  <TMPL_IF NAME="linked">
    <a href="<TMPL_VAR NAME="link_url">">
     <TMPL_VAR NAME="link_text"></a>
  <TMPL_ELSE>
    <TMPL_VAR NAME="link_text">
  </TMPL_IF>
</TMPL_LOOP>
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Then I can build an array for the loop, using something like this: (untested)

my $CUR_MODE = ## (the current mode)

my %modes => ('mode9 => 'Customer Search',
              'mode11'  => 'Kit Search');

my @menu;
for(keys %modes) { 
  push @menu, { link_url  => 'http://foo.com/?' . $_,
                link_text  => $modes{$_}
                $_ eq $CUR_MODE ? (linked => 0) : (linked => 1) }
[download]

That will check to see which menu item corresponds to the current mode and decide whether to link it on-the-fly. You can wrap that in a function and use it in every mode, and pass the result to your template.