Hi Ian,
Within Project Professional try:
- go to your task, right click > choose Hyperlink
- go to "browse to file" folder
- choose "My Network Places" > double click
- Find the SharePoint Site > double click
- Find the Sharepoint Document library > double click
- You should now see all documents within this library and also the Folders
within this library
- find the folder and double click the folder
- choose the document > double click
- You are now back into the "Insert HyperLink" dialog box
- Click OK
This should now give you a direct link to the document within a folder in
your document library
I hope this helps