That's a fairly fundamental human error - a link file isn't a document, but a Windows shortcut.

You need to find the original file thus:

RIGHT click on the link.

Click on PROPERTIES.

If the SHORTCUT dialogue isn't open, open it.

Write down the name of the file and its location.

Close the properties box and find the REAL file!

Email me (link above) for more help if this doesn't work...