\documentclass{article}
\usepackage[hypertex]{hyperref}
\hyperbaseurl{http://www.miktex.org/home/cs/}

\begin{document}

\section{First Section}
\label{sec:1}

This is the first section, bla bla bla.
\newpage

\section{Second Section}
\label{sec:2}

This is the second section, bla bla bla.
See Section \ref{sec:1}.
 Visit \href{~cschenk/index.html}{my homepage}.

\end{document}
