The links work OK for me (Firefox 1.5). I would guess that your clients think they're not working because the cursor doesn't change to a hand, as with normal links.
I don't know how you would change this, but I think that you would add another parameter to each link (maybe <param name="cursor" value="hand"> ??). I have no idea whether this would work, but I suggest you look in the 'Help' for whichever software you used to build the site.