External cross-ref to another FM topic with <x-ref> and <keyword>?

FM11

DITA 1.2

I'm trying to determine how to do a cross-reference to another FM topic using the [x-ref] element and a [keyword].

What I've done:

* I've inserted a [keyword] in the [title] element of the topic that I want to cross-reference *to*.

* In the DITA Cross Reference dialog box, I've checked the Refer to Key check box and typed my keyword that I just entered into the textbox.

* In the DITA Cross Reference dialog box, I've checked the Refer to File check box and browsed to my cross-reference *to* file.

* From the Element Tags list, I selected keyword.

* I checked the Show All check box under the Element Data [id | content] list.
   My cross-reference *to* file id appeared.

* In the Display Using Format drop-down list, I selected the format I wanted (Heading Only).

* I clicked External Xref.
   The DITA External Xref dialog box appeared. Here's where I can't find any information about what to do.

* I un-checked Xref Target(href).

* I checked the box next to the Refer to Key field and typed my keyword in the textbox.

Marsha
* In the LinkText field, I typed what I want to appear as my link text, let's say My Link.

* I clicked OK.

I get what looks like a good x-ref with my link text. But when I click it, it just opens Windows Explorer.

What am I missing?