jquery click doesn't work on hyperlink

See click():

Triggers the click event of each matched element.

Causes all of the functions that have been bound to that click event to be executed.

The important thing to note is that it does not duplicate clicking the link. It only triggers associated events. If you want to change location:

var link = $("#link_0");
link.click();
window.location.href = link.attr("href");

but even that is only an approximation as it doesn't cater for handlers stopping event propagation.

Calling jQuery's click method will invoke any click handlers that you've added, but will not click the link.

You need to write:

window.location = $("#lnk_0").attr('href');

(This assumes that there aren't any click event handlers)

---

EDIT: In response to your comment, you can call the IE-only DOM click method, like this:

if ($("#lnk_0")[0].click)
    $("#lnk_0")[0].click();
else
    window.location = $("#lnk_0").attr('href');

To allow the hyperlink functionality (hover, hand cursor, etc) when overriding with jQuery you can do the following:

<script>
    $(function() {
        $( "#dialog-modal" ).dialog({
            autoOpen: false,
            height: 320,
            modal: true
        });

        $( "#open-modal" ).click(function() {
            $( "#dialog-modal" ).dialog( "open" );
        });         
</script>

<a href="javascript:return true" id="open-modal">Open Modal</a>

<div id="dialog-modal" title="Hello World">
Hello
</div>