You can edit SVG files with Inkscape to quickly create links. To get support for older browsers, you can use the Raphael.js library, which supports IE 6-8 using VML. Here is an example where you started: http://www.raphaeljs.com/world . With a little work, you can even add tooltips, scaling, latitude and longitude. See http://simplemaps.com/world for an example of what is possible with Raphael / JavaScript (disclaimer: commercial product that I created).
Chris
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