Type in Ctrl+K is the easiest way. Paste in the file location.
I'm guessing the other party is on Outlook 2007 or later, in those versions MS disabled the ability to put in HTML style buttons and it broke the notification emails. It's fixed in EPDM 2014 so you can upgrade and get around it. Here's the SPR text:
The form buttons used in notifications (state, check out, check in, deadline etc) are obsolete and will not work with current outlook versions if vault is set to use SMTP (which most customers use). Form buttons are stripped and replaced with static text such as: [View] [Open folder] [Get latest version] [Properties] [History] The only notification type that 'works' with modern outlook versions are the transition notifications, using text hypelinks instead of form buttons All notification types should use outlook compatible text links instead of form buttons. Workaround: Manually update the notification templates to use text links instead of form buttons. See KB solution S-018086