"Object reference not set to an instance of an object" Weird thing happens with reference a link

I have two asp.net applications that host on server 2003. I create a
hyper link on one application that links to default page of the other
application.Whenever users click on that link, I get a error "Object
reference not set to an instance of an object" from the application.
When I type the link of the application address directly in browser
(IE or Firefox), everything loads fine (the applican runs fine).

Please some advice....

.

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