Linking to the Web from a Combo Box

[SM]

Hello,

I would like add a combo box to my worksheet, and have the
options displayed in the list link to certain pages on the
Internet. I've created in a separate worksheet all of my
picklists and referenced the URL. I also created the
combo box and referenced the correct data in the input
range, however when I select from the picklist nothing
happens. What am I missing? Any help would be greatly
appreciated.