Hi Rob, I was having the same problem. I played around with a little bit and did a text replacement of space with %20, this took care of the problem.
Here is the event procedure I was using to send the email with a link
Private Sub lblSendNotification_Click()
Dim sMessage As String
Dim sSubject As String
Dim sLink As String
Dim sTo As String
Dim sCC As String
Dim sNotes As String
Dim sFirmName
sTo = IIf(IsNull(Me.txtNotificationsToField), "", Me.txtNotificationsToField)
sCC = IIf(IsNull(Me.txtNotificationsCCField), "", Me.txtNotificationsCCField)
sNotes = IIf(IsNull(Me.txtFirmLinkedFileNotes), "", Me.txtFirmLinkedFileNotes)
sFirmName = Me.cboFirmID.Column(1)
sLink = "file:///" & Me.txtFilePath
sLink = Replace(sLink, " ", "%20")
sMessage = "A file was recently saved to the Database for " & sFirmName & ". Please see details below."
sMessage = sMessage & Chr(13) & Chr(13) & _
sNotes & Chr(13) & _
sLink
sSubject = "New file added to Database for " & sFirmName
DoCmd.SendObject , , acFormatHTML, sTo, sCC, , sSubject, sMessage, True
Me.txtNotficationsSentDate = Now
End Sub