Brendan Kowitz solution will work, however i was not able to implement it due to the way this control is to operate. I ended up having to hack it as per the following code in the code behind:
lnk.Attributes.Add("href",Page.Request.Url.ToString() + "#");
Where lnk is an HtmlAnchor.
The reason for this issue in the first place is the control is not in the same directory as the page, and .Net goes about "intelligently" fixing your problem for you. The above will work, though if anyone has a better solution i'm all ears.