For further information, I found the following in the help file, but please
note that this specifically says the file must be an xls.  I want the same
thing, but only after having been saved as an htm file.

HELP TEXT BELOW:
Create an external reference link to worksheet data on the Web  

You can insert one or more external reference links from a workbook to
another workbook that is located on your intranet (intranet: A network within
an organization that uses Internet technologies (such as the HTTP or FTP
protocol). By using hyperlinks, you can explore objects, documents, pages,
and other destinations on the intranet.) or on the Internet. The workbook
must be in Microsoft Excel Workbook Format (.xls) rather than a workbook that
has been saved as an HTML (HTML: The standard markup language used for
documents on the World Wide Web. HTML uses tags to indicate how Web browsers
should display page elements such as text and graphics and how to respond to
user actions.) file.

Open the source workbook and select the cell or cell range that you want to
copy.
Click Copy .
Switch to the worksheet that you want to place the information in, and then
click the cell where you want the information to appear.
On the Edit menu, click Paste Special.
Click Paste link.
Excel creates an external reference link for the cell or each cell in the
cell range.

Note  You may find it more convenient to create an external reference link
without opening the workbook on the Web. For each cell in the destination
workbook where you want the external reference link, click the cell, and then
type an equal sign (=), the URL (Uniform Resource Locator (URL): An address
that specifies a protocol (such as HTTP or FTP) and a location of an object,
document, World Wide Web page, or other destination on the Internet or an
intranet, for example: http://www.microsoft.com/.) address, and the location
in the workbook. For example:

='http://www.someones.homepage/[file.xls]Sheet1'!A1
='ftp.server.somewhere/file.xls'!MyNamedCell

Hi - no one has responded - here's what we've found out...

If you open the htm file and move to a selected worksheet, you can then
create a bookmark (favorite - as we have IE6) and for some reason, it
remembers which worksheet you were on.  So, if you close your browser and
then click the bookmark, it  pops back open to the correct worksheet.

However, if you  pull open the properties for that bookmark, it only shows
the link to the original file location - nothing else indicating how it knows
where to land within that file.

So, somehow the browser/favorite is able to store the information.  How can
I grab that info and use it to create A HREF links?