Cross-reference between 2 figures - can insert but link doesn't appear to work

Question

Here's the situation:

• I have a full page flowchart (type PNG created in VISIO) inserted in a Word document.
• I have inserted text boxes over the flowchart with captions to identify specific steps in the flowchart
• I have added text boxes in the margin beside the applicable text.
• I can add the cross-reference to the overlayed text boxes for the figure from inside the text box beside the text.
• Word seems to add the cross-reference okay, but it doesn't appear "active" that is I can't click on the link to go to the text box over the flowchart.

Any help would be greatly appreciated.