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Wed, 2 Nov 2005 11:21:35 -0500
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What I've observed during testing is people not being *confused* by pages
that link to themselves but rather chuckling at how unwise and/or
unnecessary that tactic is.

Users expect clicking on things to enact change. When it doesn't, they
encounter not necessarily confusion but a decision point: "What just
happened? Oh, I see. Well that's silly."

So while this won't cripple your site or your users, it does:
A) Add a moment of distraction
B) Slightly diminish the user's confidence in your site and the site's
owner's design competence

NOTE: The above has been observed with (generally) "non-techie" users who
are 50+ and use the web for casual research, e-mail, etc.

My two cents.

Pat Malecek

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