So glad I ran into this thread as I was having the same issue. So far I am up to ch.4 "hyperlinks" for the basic html and here is a sample if what I got:
<p>check out the link to <a href="my_book_review.html"> my book review.</a></p>
I am using sublime text 2, all of my work so far are saved into the same file and after I have saved my work and opened to view on my browser, I go to click on my hyperlink and a new page opens to say that it was not found.
Thank you in advance.