I had this problem in Version 4.1.2 and i THINK i fixed this by changing the line:
<td {include file="main/orders_colors.tpl"}>#{$orders[oid].orderid}</td>
to
<td {include file="main/orders_colors.tpl"}><a href="order.php?orderid={$orders[oid].orderid}">#{$orders[oid].orderid}</a></td>