Hello,
The problem with the links has to do with the way your site was created. The problem is that the site uses non-standard methods that Microsoft created to make it easy for non-professionals to create web sites. The unfortunate fact is that non-Microsoft browsers do not display pages that were created with these non-standard methods correctly.
It appears that the site was either created in Microsoft FrontPage using "themes" or "shared borders" or created using Microsoft Word. These methods create the backgrounds, shared navigational bars, and shared borders.
The solution is to open the web in FrontPage and remove the "themes" etc. The good news is that the links should start working and most of the content will remain intact. The bad news is that you will have to redo the yellow border and do some fiddling with some of the other formatting on the page.
I removed the theme on the home page and posted the result at
http://steubenlakes.org/mcknight/ for you to see and test in Firefox.