Unable to open .ai files from excel-word-access hyperlinks

I'm new in the forum and the illustrator.
I face an issue
I have create an excel file with a description and a hyperlink.
With this way the user is able to open all the file that was able to open in only one excel.
So far everything is OK.
My problem is this. Have added 3 new lines for 3 different adobe illustrator files.
When the user makes a click in the hyperlink open the adobe illustrator but is empty.
They don't opening the file that has added in the hyperlink. (It happens only in the .ai files all the other files .pdf - .doc - .jpg opening without any problem)

I use windows XP with SP3 and adobe illustrator CS4

Thanks and regards.

I think that is a very hard task for Windows XP since it only works up to 4 gibytes in memory and the bus is only 32 bits, my question is what is the purpose of accessing Illustrator from excell, pdf doc and jpg files are for visualization and are supported formats, the ai files are vector files and require special procedures for visualization

Have you tried EPS files. They are still native Illustrator files that could be parced by the operation system. PDF was created to enable some form Universal file format. The other formats are open and not quit so proprietary as ai.