This bug was fixed on 22 May 2006, the CVS commit email is here: https://lists.webarch.co.uk/pipermail/mkdoc-commit/2006-May/001117.html
The changes to the way that Link Component URIs are identified which was made in the summer of 2005 doesn't allow Link Component URIs to point to File Attachments.
For example upload a file to, say /example.doc and then add a Link Component to any document on the site and use /example.doc for the URI field and you will get this error message:
The ‘URI’ field points to a document which does not exist.
One change that would partially alieviate this problem would be for File Attachment titles in HTML and Text Components documents to be automatically hyperlinked to the attachment — as happens with child document titles. However this wouldn't solve the problem when a link is needed from /foo/ to point to an attachment such as /bar/example.doc