I just tried this with a PDF on a network drive and it worked OK.
I created the link using Link To > File and then browsing to the PDF. I was prompted about importing it and declined. The link works fine in Preview and after installing it.
I did notice the link specifies the drive letter rather than the server name. I wonder if you are testing on a machine other than where you created the help and maybe the drive letter is different.
See www.grainge.org for RoboHelp and Authoring tips
Thanks for the info, I will try again, but no my links are server based and not with mapped drive letters (that wouldn't work for what we need). I will do more testing and see if I missed something, and I will concentrate on PDF files as I mostly tried with .doc files until now.
Thanks for your answer,
OK I've tried again with limited success. Links to \\Server_Name\Share_Name won't work (at least for me). Links to mapped network drives as you suggested, work differently, meaning at least I get an error message (Error #2044: Unhandled error:. text=PDFError). In this thread (http://forums.adobe.com/thread/110019) I see reinstalling the Adobe Reader might do the trick, so it's what I will do next.
The main links to documents will be on a sharepoint server, so they will be http:// links and it should work just fine.
Thanks for your help,