Linking doesn't work within your project preview or/and in your output file ?
What kind of element do you try to make interactive (shape, custom button ... ) ? What is your browser ? What is the kind of output file you use ?
I had problem with output version..
What I wanted to do is to make page in ROME, and in one menu tab I wanted to make link on my Flash gallery...
I made link as /FolderName/Filename.html (that was location of my file on server), but what I needed to do is to make link as http://www.mydomain.com/FolderName/FileName.html
Now it is working...!!!