Problem with anchors in IE3.02

I have the following java script in an html file.

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<script language="JavaScript" type="text/javascript">
<!--
document.write('<form name="help"><select name="select1" size=1>');
document.write('<option value=none>Select your destination');
document.write('<option value=none>--------------------');
document.write('<option value="helpdesk/helpdesk.htm#mgmnt">Mgmnt & Personell');
document.write('<option value="helpdesk/helpdesk.htm#ug">Unigraphics Information');
document.write('<option value="helpdesk/helpdesk.htm#d121">D121 Reference Desk');
document.write('<option value="helpdesk/helpdesk.htm#misc">Miscellaneous');
document.write('</select>');
document.write('<input type="button" value="Go" onclick="gohelp()">');
document.write('</form>');
// end hiding contents -->
</script>

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As ;you can see the links are all to the same page but to a specific section of that page (helpdesk/helpdesk#xxx). This works fine in IE4 and all the versions of Netscape that I have tried it with. IE3 does not take the user to the proper location within the page - it always takes you to the top of the page as though the link is helpdest/helpdesk.htm without the #xxx on the end.

The only time I can get IE3 to perform correctly is when I have the link in one frame and the anchor in another.

Any ideas how I can resolve this problem?