URL will not work

I am running XP in on an Windows 2003 Server. I
administer an application that requires the user to
install the program from a .bat file. I send our users
an e-mail with a URL to the bat file (e.g. \\server123
\Application\install.bat). This URL works off and on.
In the past it worked most of the time now it rarely
works. The work around is the cut and paste the URL into
the Start\Run dialog where it works fine. I think this
implies that the UNC is defined properly. Also the hand
icon displays properly when the user rolls the mouse over
the URL. What do I need to do to get the URL to work
from the e-mail? Does the System Administrator need to
get involved.

Thanks, Ned