What version of InDesign? EXACTLY how you creating your hyperlinks (give a precise example so we can test it out)? How are you exporting the PDF? What application/version are you viewing the PDF in?
InDesign CS5, version 7.0
I type in the words (filename.doc), select them all, create new hyperlink, with a URL (it is a file on a web server) shared destination (or not - I tried it both ways). Export to PDF. Regular links (like an email address) come through automatically just fine, but this link doesn't.
The URL would be something like "http://www.example.com/DOCs/filename.doc"
The letters ".doc" become a link when exported to PDF, the letters "filename" are not a link.
Try this out and let me know if your experience is different.
I've been using InDesign CS5.5. I created some text and inserted your hyperlink text. I made it a Hyperlink from URL using the Hyperlink panel (I gave it a visible appearance to make it easier to see).
I chose File > Export Adobe PDF (Print). I checked Hyperlinks to be included on the General panel (did you do that?)
I viewed the result in Acrobat X Pro, and the hyperlink is intact:
Your example uses the entire URL as the link on the page. My link on the page is only the name of the file.
I think my problem came because I was copying the text box with the link, changing the text and adding a new URL. Or the problem is because I have a large document. Testing in a new document with just a few text frames does not duplicate the problem.
Thanks for your help. I will just have to live with all the duplicate hyperlinks in the panel list.