links to internal files

So, I was given a link like this to add to a SL button. If users are inside their firewall, and copy and paste this link into a browser window, it apparently works.

\\dc-fr1\delta\Quality\Training\Boot Camp\index\start.html

but when the link is clicked in SL and and new browser window opens, the link becomes:

http://mydomain.com\\dc-fr1\delta\Quality\Training\Boot Camp\index\start.html

which doesn't work.

ideas? What am I missing?