What I ment is: I had the orginial file, with the link like this "href=cat_select.asp?...."
I selected this file, then click COPY, and then PASTE into my work directory.
When viewing this pasted file, in order to change it, the link was already changed, and it looks this way: "../cat_select.asp?...", that was why I was asking if somehow MS FrontPage is updating the link (although I didn't want that)