Edward-
Are you sure the error referred to "ClickLink" or did it say "LinkClick"?  Also, does your error say "not defined" or "does not exist"? 
 
DNN makes a lot of use of "LinkClick" as a link handler -- this enables DNN to do a number of things such as count clicks, log file downloads, allow changes to "internal file paths" without changing published links, etc. 
 
Documents module?
It is not clear (to me) from your post where you are trying to use these links.  What are you referring to by "HTML editor"?  The DNN Text/HTML module or some other editor that is not part of DNN?  By "document library" do you mean documents added to a DNN "Documents" module?

A "LinkClick " link copied from the Documents module module will be a URL rather than a javascript link.  To use a "LinkClick" link you must either use a relative-path link (a link without the domain in the URL) from within your DNN site or, if linking from an external site, use must use the full-path version of the URL (complete URL including your DNN site's domain).
  
If you are using the "Documents" module, are you able to click on a linked document in the module and retrieve that document?  If so then your DNN site's LinkClick functionality is working properly and your issue is with the path you are copying.
 
-mamlin

Mamlin,

I'm using firefox to capture the error. It does state "ClickLink is not defined". Also, I'm talking about the DNN Text/HTML module and the DNN Documents module. In the "Documents" module I am able to retrieve the document. It's in the DNN Text/HTML module when I hightlight my text and click on the icon to link the document nothing happens and firefox reports the above error. Could I be missing a configuration setting somewhere?

Thanks, for your time and effort.

Edward