Hyperlink Excel to specific Word page

One of our users is trying to put set a hyperlink in an Excel 2000 spreadsheet that points to a specific page in a Word 2000 doc. We have tried setting a bookmark, and then setting the hyperlink to that file, and then the bookmark. We are getting an error message: Microsoft Excel could not open this file or could not parse this type of file.

What are we missing?

Thanking you in advance…