You could create an HTML file and display it in your publication in a browser object and then create hyperlinks in your HTML file.
Code:
<a href="C:\Documents and Settings\Brian\My Documents\brianbookmark.doc#BRIAN">Link to Word document.</a>
I tried just launching as webpage, launching as a file, nothing else worked, but it works from IE when clicking on it as a hyperlink. Maybe someone else could figure out how to do it without needing to create an HTML page. Be forewarned that you will see a security dialog display before going to the document.
Don't know whether this could be useful to you.[/code]