Perhaps something like this might work for you...
Code:
Public Function OpenV2()
'Open the V2-Staff Code of Conduct Policy.pdf located at
'P:\xxxxxx\sss-Forms
On Error GoTo Err_OpenV2
Application.FollowHyperlink "P:\xxxxx\sss-Forms\V2-Staff Code of Conduct Policy.pdf"
Exit Function
Err_OpenV2:
MsgBox "The PDF file is not in the location it should be" & Chr(10) & _
" so have the Data Coordinator correct the problem!" & _
Chr(10) & Chr(10) & "Clicking the OK button return you to the Menu."
'Cancel the action
Cancel = True
Exit Function
End Function