[texhax] \href to a file

[Ardia David]

Dear all,
 
I am using the hyperref package in my document, and want to open a (.pdf)
document located in my desktop instead of a web URL address. 
 
I can write : \url{file:///C:/myfile.pdf} and it works. However, I would
like to use the command \href{my link}{my text} for my purposes (this is
nicer). In this case, the command does not activate the link (it doesn't
recognize the extension of the file). How can I achieve that ?
 
Thanks for your help,
 
David
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