I finally figured out what was happening. I didn't know that you had to save the file based off of a theme in the templates folder. Obviously you must save your templates in the templates folder, but I didn't know that you had to also save the pages that you make off of the themes in the same folder for the links to work correctly.
Is there a way to save your files directly in the main folder and not in the templates folder and have the links work correctly without having to go back and update everything?