Link to File Issue

I can't seem to use a tag to link to a PDF on my server, even if it's an absolute URL or the URL index is an IP address.

When I click on a link whose tag is <go href="http://www.mysite.com/sites/default/files/file.pdf" title="My Link">Link</go> , it takes me to a Page Not Found page with the URL: http://www.mysite.com/?q=sites/default/files/file.pdf

I know Go links work on all URL's that are absolute if they are going to a page, but for some reason I can't link to a file on my server. Any workaround for this?