First of all, revisit your article. Do the following: load the page of your article and click "Update your article" found in the right column of the page, right to the title. When you do it, look at the section "Current files", on the right of the text input area. Make sure the right files were uploaded and record the URLs of the articles. Now, look at the toolbox on top of the text input area and click "HTML" (rightmost link) to see raw HTML code and look at the files' URLs written there. The anchor should use relative URLs relative the page of your article. Compare the URLs. For the reference, look at some other article (not just yours) and use "View/Source" to see how the URLs should look like. Check things up and do appropriate fixes.
If you still fail to figure out how to fix it, write the e-mail to the editor working at your article; you should have got it from an e-mail from one of the editors.
If you feel there could be a bug on the site software, report it here:
http://www.codeproject.com/Forums/1645/Site-Bugs-Suggestions.aspx[
^].
—SA