Can I add or change HTML when in ‘Inspect Element’

As I discovered, GAThrawn's answer is good if you have Office XP / 2003 installed on your system. If not, you need to jump into the registry;

Go START -> Run, type "regedit" and in the registry editor, browse to;

HKEY_CURRENT_USER -> Software -> Microsoft -> Windows -> CurrentVersion -> Explorer

Right-click in the left panel to create a new DWORD Value. Call it "NoFileFolderConnection" and give it a value of 1.

That's it! If you ever what to turn the linking on again, change NoFileFolderConnection's value to 0.

Alternatively (if you're comfortable applying a registry edit via a downloaded file) you can find a downloadable solution here; http://windowsxp.mvps.org/webpairs.htm.

More information can be found here; http://msdn.microsoft.com/en-us/library/bb776887%28VS.85%29.aspx

You can only associate a filename with an HTML file from a browser / editor if they're stitching it together on the client, such as with an <iframe> element or (unobfuscated) Javascript.

Commonly pages will be constructed on the server side, such as with PHP, ASP or (a long time ago) SSI. If this is what is going on, you'll never see the original files which build the page. In addition the URL can be rewritten, as with mod_rewrite, making it impossible to discern the original filename.

If the site is under your control, check .htaccess for the rewriting rules to try to figure out how the URL is being rewritten. That should point you to the main file being used for the page, which you can then read to determine what other files are being pulled in.

If not, you're probably out of luck unless the URL is particularly informative.