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You need to change each of the links so that they point to the right places on the internet (as opposed to your hard drive). So for the link above you might want to put: http://www.yourwebaddresshere.com/about.html.
FP uses "relative" links.
The problem you describe usually happens when you copy & paste links from one page to another, but close the first page BEFORE you paste the links onto the second page. This breaks the link, so FP just makes them point to the files on your hard drive.
If the links are correct on the page you copied them FROM, leave that page open until you paste the links onto the second page.
However, if the links are WRONG on the first page, they'll be wrong where ever you paste them.
<added> edit_g's suggestion will also work, but the links will no longer be "relative" links. They will be hard-coded links --which some people prefer.
I had my computer guru over here on another matter shortly after I set up the site last April (it did the same thing then) and he spent less than 5 minutes fixing it so that it worked right. I was so happy that it was fixed that I neglected to write down what he did! DUMB! I have spent over two days researching what might be wrong and finally sent him an Email this morning saying that I had given up. I have not, as yet, heard from him.
I had this same issue once. It turned out my problem was that I correupted the .htaccess file and had to have my hosting company restore the original.
Probably not your problem, but thought I'd offer something new.
If that does turn out to be an issue, DO NOT EVER EDIT THE .HTACCESS FILE WITH FRONTPAGE.
If I thought it would be just that easy, I would. However, I browsed the Dreamweaver newsgroup today and found just as many people complaining about Dreamweaver as about FrontPage. I'm no fan of Billy's, but this web site worked a week ago. All I did was change one page. I really don't want to start all over again.