Working in Excel 2000.

Trying to use the HYPERLINK Worksheet Function to Hyperlink from one sheet
to a Cell on another Sheet.

I can get it to work easily by using the Insert Hyperlink Menu etc, or by
VBCode, but I am deliberately trying to use this Worksheet Function (because
I want to use a Named Range (selectable by the user) and NO Macros)

Excel Help File says

"You can create hyperlinks within a worksheet to jump from one cell to
another cell. For example, if the active worksheet is the sheet named June in
the workbook named Budget, the following formula creates a hyperlink to cell
E56. The link text itself is the value in cell E56.
=HYPERLINK("[Budget]June!E56", E56)"

When I try this it just keeps bringing up the message "Cannot open specified
file".

Puzzled because I can get the HYPERLINK function to jump to Web pages, other
Excel Files, Word files etc but not within the Active File itself.

Assume I am missing something incredibly obvious ?