Problem opening local files

Hi!
Our servlet has problems opening links to local files. The syntax of the link is correct (file:///program_install_folder/subFolder1/some_file.txt). When user copy-pastes the url to IE's address bar, the file opens without problems, but clicking the link does nothing.
This has probably something to do with IE's security issues, but:
1) is there any way to solve this problem with java?
2) adding the site to trusted sites doesn't help, but is there any other settings which could enable user to open the link to local file?
Requirement is that program works with Windows XP and IE6.

servlets run on the server and
cannot open local client files

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