Christopher,
I was pulling my hair over this too. Apparently Windchill has an opinion on what you are allowed to add here probably with the intention to increase web security. On top of that it even varies with bugs depending on which MOR you are on. I experienced a link working with 10.1 M020 on a dev environment but not with 10.1 M030 our test and production. It was fixed in more recent releases again. article on it t MORs again.