Seems like Web() doesn't like relative paths. You could modify the Web() in Event Handler of the expression column in Relative Path to build the "full path".
This example won't directly work in your case, but will most likely help you a bit depending on how complicated paths you have.
Web(Substitute(thisTable << get path, thisTable << get name || ".jmp", Char(thisTable:thisColumn[iRow]))); // open a web page
-Jarmo