It could never work like that.
As JPEGs can't contain individual links within the image. Adding a hyperlink in InDesign won't be retained in an exported jpg.*
You'd have to add the code to the jpeg as a h ref.
And if you want individual parts of the image to be separate links you have to code the image to have an img map.
*Therein - Fireworks would be much better for creating banners - InDesign is not the right tool for this sort of work.
Thanks Eugene. I've decided I'm going to save the InDesign file as a SWF file and enable the blog to run Flash in the header. It's a Wordpress blog so I'm going to use a Flash plug-in.
Ok - good luck.
Not all browsers support Flash. And mobile devices, and tablets, don't support flash.
I still suggest you use the correct tools or learn how to code an image to have an image map for hyperlinks.
It's really quite easy.
That would be better - but whatever floats your boat.