The "!" sign is the key element. If you have a cell object (like "mycell" in following code sample) and link a cell to this object you must pay attention to ! element.
You must do something like this:
.Cells(i, 2).Hyperlinks.Add Anchor:=.Range(Cells(i, 2).Address), Address:="", _
SubAddress:= "'" & ws.Name & "'" & _
"!" & mycell.Address