The link itself is this: -2004-6.doc and it refers to the document.
"-2004-6.doc" is the HREF of the link (what shows up in the browser's status bar when you hover over the link)?
I'm not sure if it's the cause of this problem or not, but make sure you complete all steps of the journal set up. Judging from that file name you did not enter the "Journal Initials" in step 1.
While I'm bending your ear
how do you get the document to show as an html and pdf file?
In the "submission editing" stage you would need to upload the HTML/PDF files under "Layout". You would also need to select HTML and PDF as supported publication formats in step 4 of the journal setup.
There are instructions linked to most steps of that provide more information, but if you still have questions about how the submission and publishing process works after experimenting with the system, John Willinsky (<email@example.com>) would be the best person to direct your query to (I'm not sure how often he checks this forum).