links to another worksheet

Is there another way to create a link to another cell
within a worksheet or to another worksheet other than
using Insert hyperlink?

The problem that I'm seeing is that it's putting the
hyperlink as the full path of the .xls file plus the cell
reference. Then when this file is accessed via an
internet browser and that hyperlink is clicked it tries
to open the document that is already open (obviously) and
asks you if you want to save the changes.

Any suggestions?

Thanks,
Stacey