How do I link to an Excel file that's not on a web server

[SandsB]

Isn't it something like this? This doesn't work for me.
file:///servername/sharename/foldername/myexcelfile.xls

Not strictly and Excel questions but does anybody know this?

 

[SandsB]

I wasn't clear. I'm trying to add a link on a web page. Since it's to a non-html file on a non-web server
<a href="http://www.webserver.com/filename.htm">
won't work