Attached is a file with some JavaScript in it. You can rename the extension to .js, place it on your website, and reference it from your pages with
<script type="text/javascript" src="http://path/to/file/InfoPathOpen.js"></script>
You can also place the script directly in your page, surrounded with <script> tags:
<script type="text/javascript">
contents of file
</script>
Once you have done that, you should change the format of your links to:
<a href="javascript: OpenXMLDocument('{@Link}')"><xsl:value-of select="@RefID" /></a>
the following should also work, and has the benefit that users' browsers would only show the URL of the form instead of the part with the JavaScript in it:
<a href="{@Link}" onclick="OpenXMLDocument('{@Link}'); return false;"><xsl:value-of select="@RefID" /></a>