Depending on the version of Word
you can link to another document separately
or use Format=>Frames and create a frames page
that will load different pages into another frame
from hyperlinks in the 1st one.
The 'unexpected error' message can occur due to
a firewall setting, or an unqualified hyperlink
that keeps Word from finding the destination.
Use Alt+F9 to toggle on the Hyperlink source code.
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Is it possible to create a HTML hyperlink that will open another HTML
document in Word, for editing?
When I try to do this in Word, Word accepts and appears to create my
hyperlink but when I try to execute the hyperlink, I get the error message,
"an unexpected error occurred." >>
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Let us know if this helped you,
Bob Buckland ?

MS Office System Products MVP
*Courtesy is not expensive and can pay big dividends*
For Everyday MS Office tips to "use right away" -
http://microsoft.com/events/series/administrativetipsandtricks.mspx