MS error message

[Frustrated Word User]

I have a word doc that has a bunch of links to other word docs, and on
to a folder. On this page is also a link to a pdf. I have other wor
docs that link to pdfs just fine. But this little linky doesn't want t
link! I get the error message "Unable to locate (file) cannot locat
the internet server or proxy server."

I am not trying to link to a website, so why is that even relevant?
dont' think I should change any settings, as our IT guy would have m
head on a platter.

Any suggestions, experience, advice or known Word support groups in th
minneapolis area?

Thanks,
Joann