Question about external links and local projects

Question about external links and local projects

I'm new to JQuery mobile and I have viewed several tutorials and I have an issue with linking between pages.

I have a simple 2 page setup, index.html and index2.html

Many resources say you can simply link with a normal anchor but when I view my project locally, I get a "Error Loading Page" popup appear. If I add rel="external" then it loads the page fine. 

I am viewing this setup in my browser (Chrome) - so is this expected behaviour? Or should JQM be able to deal with this without needing the rel="external"?

I'm also viewing the files simply from my desktop so my links are like: file:///Users/garry/Desktop/myapp/www/index.html and I'm using links like: <a href="index2.html" data-transition="slidedown">Show next page</a> which should load file:///Users/garry/Desktop/myapp/www/index2.html

Could someone please advise?

Kind regards,
Garry.