Emailing links problems

I have a hyperlink to a word document or pdf document from a web page. When users click on the link to document will load fine with no problems.

But if the users were to email the hyperlink to each other or type the hyperlink into the address bar manually they get an error. The error reads ... IE was unable to download the file xxxxxxx.doc from - IE was not able to open this internetsite. The requested site is either unavailable or cannot be found. please try again later.

Permissions have been checked and IUSR_MachineName has Read & Execute Permissions
Mime types have been added for both word and pdf - .pdf = application/pdf
Absolute links are used -
User profiles have been locked down so they cannot mess around with IE and other system bit & bobs

The server is an Win2k3 IIS6 box running a company intranet site
Thanks in advance
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some silly question first:
> .. have a hyperlink to a word document or pdf document from a web page.
where do you have this link, can you please post an (anomized) example

> .. When users click on the link to document
in which application dors the user click

> IE was not able to open this internetsite.
sounds like the user's PC cannot resolve the FQDN given in the link

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