Hi guys, I have read all of the traffic here with great interest as I have been teaching how to use task dependencies (links) across projects for about six years. Lots of good comments above.
The methodology we use with great success is to insert the Unique ID Predecessors column into the Gantt EntryView then simply add the predecessor detail directly into that column. For example, type project11 then press enter. The software automatically finds the complete file path for you. If you have more than one predecessor type something like this, project11,project12 then press enter. If you want to get fancy, 2,3,4,project11,project12SS+1w to use a group of internal and external predecessors, and incorporate leads or lags. Multiple predecessors should be separated by commas with no spaces.
If you still have trouble try typing project11.mpp that has gotten us out of trouble a few times.
Using the Unique ID Predecessors column will set you up with long term stability of your links should you do lots of editing during the life of your project.
This works with 2003, 2007, 2010, 2013 Standard and Professional.
Also have had trouble where people use a forward slash / instead of a back slash . I concur, better result if project sheets are in the same folder or at least the same file tree.
