HTML Anchor elements in PHP doesnt work for me.

[BIGmrC]

Hiya,
Does anyone know how i can link from one page to another as well as using a HTML anchor?

Old ite way in HTML version of the site:
<a href="http://www.website.com/section/index.html#anchor">Link</a>

New way im trying to do do it on the PHP site:
<a href="http://www.website.com/section/index.php#anchor">Link</a>

The thing is that the link to the anchor works when you on the page, but doesn;t work if your on another page in the site linking through to this page.

Can someone tell me where im going wrong & how to fix it.

Thanks
BIGmrC