Thanks for that Simon.
I just changed the hyperlink target to the cell containing the link and added the file address as the TextToDisplay, then add the following code.
[vba]
Private Sub Workbook_SheetFollowHyperlink(ByVal Sh As Object, ByVal Target As Hyperlink)
Application.EnableEvents = False
Workbooks.Open Target.TextToDisplay
Application.EnableEvents = True
End Sub

[/vba]