I just switched from a Windows machine to a Mac.

I am having a problem creating hyperlinks to documents I have saved on my
desktop. All of the links that were created in this document when I was on
Windows were preserved, and I have no problems clicking on the hyperlink and
linking to the respective PDF document.

I have attempted to create new hyperlinks in for the document since
switching to Mac. It seems like I have created a link ( I go through the
same process that I was going through on my Windows machine), but when I
click on the link I get the following pop-up: " Cannot open specified file."
I even see the path to specified file on my desktop.

I called technical support at Mac, and the guy on the other line was having
no problems creating hyperlinks and opening the links.

What am I doing wrong?