I may be misunderstanding, but if you put:
<a href="example.com/index.html">some link text</a>
on your page, then the landing page will be:
and thats probably not what you want.
You can put:
<a href="http://example.com/index.html">some link text</a>
<a href="/index.html">some link text</a>
or a couple of other variants - but you can't leave off the http as you describe!