If you're at http://www.you.com/foo/bar.htm,
Remember: no spaces or other funny characters in file names or links.
And if you copy a link from one document to another, make sure you have the correct relative path in the new document!
(Same goes for images their paths are also relative.)
So a link to "/loo/lar.htm" copied from http://www.you.com/foo/bar.htm to http://www.you.com/index.htm will not work it needs to be "/foo/loo/lar.htm".
And if it's an image, it won't show up you'll see this kind of thing:
or, if you've used an ALT for the image, you'll see this:
<p class="code"><a href="eg52.html#second">»</a></p>