How do you link to an anchor inside a Word document from outside of Word?

Question

I can create a link to an anchor in one word document, and it works when you click on it from another document.

I tried to take this same hyperlink and put it in an email, or in Microsoft TFS, but when you click on the link it just asks you if you want to open the document, and when you click Open, it simply opens it without going to the anchor.

Here is an example link:

http://ServerName/YourSites/Documents/YourDocument.docx#YourAnchor

This link works from one Word document to another, but not from outside Word.

Anyone know how to make this work?

Thanks, Steve