I am new to MapPoint and am trying to link detailed files with the pushpin data sets. I am not have very much success hyperlinking to files using the City, State (*.doc) command. Can anyone help?

The *.doc command takes the geographic unit that your pushpin was matched by, so if you want to get a link by city and state, you need to plot by city and state (not street address for example). You get much more control over hyperlinks that you create and store in a field that you import along with your dataset.