There are (at least) two ways to solve this. One is to make each chapter a new file, and use the file-name as the link URL. The other is to make sure your anchor comes before the header tag. Liz Castro's HTML book often uses <h2><a id = "chap03">Chapter 3</a></h2> -- which causes this problem for some html parsers, I think. Try using <a id="chap03" /><h2>"Chapter 3"</h2> - I'm not sure of this second way because I have always made each chapter a separate file.
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