brunei,
Check to see if all of the users are saving the files in the same version. Word6 does not support hyperlinks and if any of your users are saving the file in an earlier version (not that uncommon) you would need to have them save the file as a Word2K file, close, restart and possibly reinsert any hyperlinks as needed. While you're at it, you might try changing their default save as type to Microsoft Word Document as well, to save all future docs in Word2K.
Hope this helps.