I tried both the Insert - Hyperlink option and the =HYPERLINK("xxx","xxx") function, but my index workbook stays conveniently open. There must be something unexpected going on at your system...

Regards,

Joerd

Me too!
I tried external fixed links, network links and local hard drive. The original sheet stays open but I need to find it through the "Window" menu. [The http links open in IE of course]
IE and Explorer each have a setting which allows you to select whether to always use a new window or close the original window or customize.  Maybe ther's a similar setting in Excel.  I just didn't find it yet.

It's the same story here - Excel stays open after I click on a link.

I'm using a sorted spreadsheet to keep track of PDF files which I can access through links in the spreadsheet. When Excel opens these files instead of showing the name of the file in the heading bar of the Adobe Acrobat window it says embedded file. This could be caused by Acrobat as easily as by Excel, but it is annoying not being able to see the name of the file I have open. The name is available when I go to save a copy of the file BTW. Just an annoying feature really, any solution would be welcome.