Looks like you are including tabs or spaces in your code which are getting included into your hrefs. Let me guess, does the href go onto multiple lines, thus?
If, so, put it all on one line and remove all that white space. I'll bet the href attribute didn't originally have double quotes around it, when it was originally written, and worked in Explorer simply because the browser curtained all that white space into single %20s. Generally, HTML doesn't care about white space, but if you enclose your attributes in quotes (as you certainly should) any white space will be included into the attribute.
If you let us have a quick look at the code that's generating the problem, we'll probably be able to confirm this.
Sales brochure for MS Office that just came through my door:
"Not just an upgrade. A whole new revenue opportunity."
Ha ha ha!
"Assume the position: it's time to realy start generating some revenue!"