Why do links work in some browsers but not others? The reason is often spaces in file names.
Try this link to see if it works in several browsers. It goes to this page: file with spaces in name.shtml
Some browsers will add a "%20" (UNIX speak for a space) to make the file name
look like this:file%20with%20spaces%20in%20name.shtml,
which works as a link.
Others don't, such as Netscape 4.x on the Mac.
Play safe, leave the spaces out of file names.