Is the hyperlink in an excel worksheet? If so, you could create "dummy" hyperlinks and use the followhyperlink event of the worksheet. To make a dummy hyperlink, set the url to the workbook that the hyperlink is in.
It's probably not the best way to do it but it will work.
See below for a quick example to show the concept.
If the hyperlink is somewhere else you could probably attach some code to the selectionchange event or the activate event of the worksheet.
Private Sub Worksheet_FollowHyperlink(ByVal Target As Hyperlink)
If ActiveCell.Address = Range("C20").Address Then
MsgBox "you clicked the hyperlink in cell C20"
ElseIf ActiveCell.Address = Range("B16").Address Then
MsgBox "you clicked the hyperlink in cell B16 the chart will now be selected"