I don't have any experience linking to SharePoint (yet) however I would try the following:
- If you have the SharePoint address, you should be able to go in Tools->Preferences and select the "File Locations" link in the left frame.
- Enter the SharePoint address into the Browser box. IF any browser address exists, then add your SharePoint address to the Browser.
NOTE
Do not delete any current Browser entries, only add your Browser location.