Can not open a file from hyperlink set

Please SUPPORT
I've configure a policy on the SERVER to limit program can be run on
client's computer. When client using excel to open an exsisting word file via
a hyperlink and they got the error message saying that "This operation has
been cancelled due to restrictions in effect on this computer...".

I understand that caused due to POLICY set, but my question is who know the
name of the program required to open such hyperlink file so that I can define
it it GPO.

Regards, Nguyen Phuoc

With thanks! Nguyen Phuoc