Help me please.

I wanted to put a hyperlink to a word template inside another Word
document. So that it would open a new document instead of the
template, I have the hyperlink address to a shortcut (.lnk). as
explained in this microsoft article:
http://support.microsoft.com/KB/278627.

I found that whenever I follow a hyperlink to a shortcut of a word file
(.doc.lnk or .dot.lnk), Word gets stuck. The hourglass icon appears
and nothing happens. I looked at the task manager and an instance of
WINWORD.EXE is using about 50% of the CPU. I let it go for about 15
minutes and nothing. I tried it on another computer here at work to
the same result. I tried it from a test html page in Internet Explorer
and it worked perfectly, and I tried it from a hyperlink in a Word
document to a shortcut of other file types (.pdf) and it worked. It
only hung up from a hyperlink in word to a shortcut of a word file
(both documents and templates).

Has anyone else seen this behavior? Does anyone have a solution?