Hello Andy,
thank you for your help, but the EPM Add-in is used for the integration with Excel so I don't think it's related with our issue.
We followed SAP Note1968214 - Solution for issues in BPC 10.1 Patch Installationand reset server cache with the urls provided but with no help
We believe the web page is wrong, because if we monitor the HTTP traffic when we click on the links, nothing is sent back to SAP (we use Firefox and HttpFox add-on)
Valerio