Hyperlink problem

[Jim]

If I, for example, save a PDF file to a folder and then
wnat to link to it... I highlight the text, right click
and select hyperlink. The window that opens does not show
me the entire "tree" of the site which would allow me to
navigate to and click on the file. This happens only
sometimes. How do I fix this? Is it a problem with
FrontPage? My operating system (win 2000 pro) or my web
server? (offsite).

Please help as this makes updating my site extremely
difficult as I have to manually type the address for the
hyperlink and often make mistakes.

Thanks in advance.