It should also be noted that you need to be careful at the end of the hyperlink NOT to add any additional punctuation, like a period (.) or a comma (,). This is all read as part of the hyperlink and generally causes it not to work.
So, if you click another person's link and it comes up as "page not found", look at the URL up in your address bar and see if there's a comma or period dangling at the end. If there is, try clicking up in the address bar and deleting the offending character, then hit enter.