How to stop Word converting '%20' into spaces in URLs

[k1k1]

I am using Word 97-2002. When trying to create hyperlinks to URLs that contain '%20', Word keeps changing the '%20' to a space in the hyperlink (ie., in the URL that pops up if you hover over with the mouse, not in the text itself), which causes the link not to work. It doesn't matter if I go into the Hyperlink menu and paste in the original link or change the spaces back to '%20' by hand - as soon as I hit 'OK', Word converts the '%20's back to spaces, and the link won't work. Is there any way to stop it doing this?