Linked Object is blank

[Guest]

When adding a linked object into my word document by pointing at a file via a URL, it does not show in the document. If I enter the same URL into a browser, the file shows

I am to understand that the file is downloaded into my temporary internet files and looked at by Word in this location, but it seems as though this is not working for me. Am I missing something?

 

[Guest]

More Info..
I can link to an image by inserting an Image but after pointing to the URL I change the "Insert" button to "Link to File" per http://support.microsoft.com/default.aspx?scid=kb;en-us;827313&Product=off200

I still get a blank object when pointing to an Excel file or HTML file via a URL.