I'm running the latest version of Sphinx from Ubuntu 12.04. If someone can 
tell me how to
find the version, I'd be happy to list it. I've read the document here 
(http://sphinx.pocoo.org/latest/markup/inline.html#ref-role ), but the 
program does not
work as described, and I'm hoping someone here can send me a clue to what 
I'm doing wrong
or where I can find better documents to describe how to create a link that 
targets a
reference in another document.

In section "Cross-referencing arbitrary locations", the document says that 
you can create
a reference:

          .. _my-reference-label:

          Some text here.

Then link to the reference like this:

          Refer to :ref:`my-reference-label`.

And if ".. _my-reference-label:" is in another document, 
":ref:`my-reference-label`" will
still link to it. The example they give happens to be in the same source, 
and in so much
as it is written, it works, but if I move the link to a separate document, 
the link is
broken. I cut and paste it back in the same document and it works. I cut 
and paste it
into a different document, and it fails (the link is italicized, but dead).

I'm trying to improve the documentation for TortoiseHg (mercurial), and it 
would be
really helpful if I could create links in the paragraphs on menu 
descriptions to topics
that cover deeper discussions on why, but those are in different source 
documents.

So, can anyone here either tell me what I'm doing wrong or give me better 
instructions on
how to create a link to a target in another source? Pretty please? 

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