If you open the Word doc and press Alt+F9, do the URLs change to
something that looks like { HYPERLINK "http://www.microsoft.com"
} ? If not, then they're not hyperlinks, which explains why
they're not blue or clickable, but you can easily change the URLs
to hyperlinks by clicking on Tools | AutoCorrect Options |
AutoFormat As You Type | check the "Internet and network paths
with hyperlinks" box | OK, and then typing a space at the end of
each URL. If the URLs *are* hyperlinks, then click on Tools |
Options | Edit | uncheck the "Use CTRL + Click to follow
hyperlink" box | OK, and then try clicking on one of the URLs
again.

Jack Crane wrote:

Word 2002.

I've got a Word doc with a bunch of well-formed URLs, but none of them are
blue and clickable. How do I make them so?

Thanks,

Jack