Two things I can think of right away, first being that their OE is not up to date or may need a re-installation. Other is if they are up to date that they could simply use 'http://.www.whatever'. I am curious though, if they attaching a document isn't it just an attachment? Are the links in the document itself? Could be they are not proceeding properly and are missing something obvious. More concise info would be nice,

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And, btw, WELCOME to GNz saryfairyand enjoy your stay!
I am sure that more knowlegable people will have ideas on this but as has been stated many times before ' The better the question, the better the answers.' Personally I have stopped using OE as it is my IT default mail and become a spam-drop, besides, I find even Hotmail more functional. Just my 0.02$ worth.
Good luck, keep us posted on your successes and progress eh.