Charles Kenyon shared this with us in microsoft.public.word.newusers:

Because you are not connected to the Internet.

ASCII good question, get bad ANSI.

The URL is correctly entered (I just paste it back into internet
explorer and it goes directly there).

Check the properties of the hyperlink (right click)

--
Amedee Van Gasse using XanaNews 1.17.4.1
If it has an "X" in the name, it must be Linux?