in your demo you are opening the doc in aspx , how are you doing this in code without word. i cant get it to open via the beta viewer
Docs was not clear 
just for anyone else looking for this information vb code for code behind
Dim doc As Document = New Document
Dim builder As DocumentBuilder = New DocumentBuilder(doc)
’ Specify font formatting for the hyperlink.
builder.Font.Color = System.Drawing.Color.Blue
builder.Font.Underline = Underline.Single
’ Insert the link.
builder.InsertHyperlink(“Aspose Website”, “http://www.aspose.com”, False)
’ Clear hyperlink formatting.
builder.Font.ClearFormatting()
doc.Save(“c:/Test.doc”, SaveFormat.FormatDocument, SaveType.OpenInBrowser, Me.Response)