This issue can occur when the URL that you're trying to navigate to is not currently live or approved for the web. Follow these steps to active a web URL:

Donation Forms
  1. Click Web > manage donation forms
  2. Click the arrow next to the designation name 
  3. If there is no URL click Approve for Website
Program Forms
  1. Click Web > manage program forms
  2. Click the arrow next to the program or program event
  3. Click enable online sales
Event Registration Forms
  1. Click Web > manage event registration forms
  2. Click the arrow next to the program, program event, or fundraising event
  3. Click approve selected events for website
Membership Forms
  1. Click Web > manage membership forms
  2. Click the arrow next to the membership or membership level
  3. Click Approve for website