spiders and links

I have a question.  When search engine spiders are going through
sites and collecting links, do they also collect virtual links?  
In other words, are you more likely to get your pages spidered more
thoroughly by using complete links such as 
<a href="http://www.mysite.com/page.html">
Or will they spider this type of link also:
<a href="page.html">

I have not read anything about this..  so I was curious if anyone else
has ever thought about it, or maybe has the answer?

Sincerely,

Nancy Whittley
Ohio Web Design
http://www.ohiowebdesign.com

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