HREF Link to file server does not work

This is more of a question for IIS 6 but since I couldn't find a forum for IIS I thought I would post here.  I am migrating our Intranet site from an ancient Site Server machine to a rebuilt Windows 2003/IIS 6 machine.  The Intranet uses ASP and I have everything working and all pages display correctly in IE8 and IE9.  However, we have several pages that contain links to documents on a separate Windows 2008 file server.  These links work fine on the old server but on the new server nothing happens when I click the links.  The links are formatted as follows:

<a href="file:\\server2\openshare\dept\_Open_Read_Only\docs\schedule.xls" target="_blank">Schedule<o:p></o:p></a></p>

I have seen references about adding more slashes and have tested various forms like this:

<a href="file://///server2\openshare\dept\_Open_Read_Only\docs\schedule.xls" target="_blank">Schedule<o:p></o:p></a></p>

and

<a href="file:///\\server2\openshare\dept\_Open_Read_Only\docs\schedule.xls" target="_blank">Schedule<o:p></o:p></a></p>

but no change.  Nothing happens when I click the link.  Note that the links are in HTML files and not imbedded in any ASP or VB code.  Does anyone have any thoughts on this?

Thanks,
Joe