Help with the links

Dear all,
Recently I created a sight using dreamweaver.First I created it in
Fireworks and exported it to dreamweaver.In deramweaver when I make a
link to a word document,the link works in Firefox web browser and it
does not work in IE.When I create the sight without using Fireworks
the link for the word document works without any problem.What seems to
be the problem.
Thanks
Janaka.