Hi Retso
Sorry for not replying earlier. I've been conducting a
RoboHelp HTML class all day.
Are you using RoboHelp HTML 6? If so, there is a new option
labeled "Mark of the web" that could be nailing you. When you
generate your WebHelp by double-clicking the layout, see if this
option is enabled. If so, disable it and your PDF links should
begin working. Note, however, that by DE-selecting this option, you
could start seeing the Yellow Information bar as Internet Explorer
ever so helpfully deems this as a security threat and blocks your
WebHelp until you click it and allow the content to be shown.
Cheers... Rick