_xlsm replaces .xlsm in a link in my document

I created a document with a link to an excel sheet on our intranet.
The link works OK for me and allows me to download the excel sheet.
For a number of colleagues this does not work.
Reason being the replacement of the period by an underscore.
_xlsm is obviously not recognised as a valid fyle type, causing a HTTP404 error.
Any help would be greatly appreciated.

When I create a PDF with a local or network link from Word or Acrobat, the link in the PDF works correctly*.  So I can only assume that the SAP software is doing that.
*) when hovering the pointer over such a link, the pointer changes to a hand with a 'w' in it, and the target location is displayed in a balloon.

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    03
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                Name: Add-SPContentTypeField
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                Author: Petro Margaritis
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                Last Edit: 19/07/2012
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                Keywords: Fields, Site Columns, Content Types
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                http://thesharepointproject.com/
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    19
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    24
    25
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    30
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    39
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    43
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    63
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    64
    65
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    67
    68
    69
    70
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    1
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    5
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    6
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