Web Navigation Design:

Boomerang hyperlinks
Don’t have hyperlinks to the same page as the hyperlink. This just confuses and disorientates the user. Either take out the link or grey it out.

Links to Elsewhere
Be careful how you link to other sites (unless your site is predominantly links to other sites). You want your visitors to look at your site before surfing off elsewhere. For this reason, I put my links pages last on my table of contents.

Use Your Defaults
Browser defaults are blue for hyperlinks and purple for hyperlinks to previously visited sites. If you want to look at it from a purely navigational approach, you should stick to the defaults. Rather than changing the standard colour system and disorientating your visitors, take advantage of a system the user is familiar with.

Dead Ends
Don’t have any. The last page of a section should have links to other pages in your site, as well as a link to the front page of that section. And I’m not refering to the navigation bar either.

The above information is taken from the Website www.sev.com.au%2Fwebzone%2Fdesign%2Fnavigation.asp