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By definition, all of your exported graphics are rectangular. If you make a graphic a link, then the shape of the link is rectangular as well. You can make a portion of a graphic transparent, or make its background color the same color as the background color of the Web page, giving the illusion of a different shape, but you will still have a rectangle. If you want to make a link area a shape other than a rectangle, or if you want to create several links on one image, then you have to use an image map.
For example, suppose you have a map of the world, and you want a link for each country. Most countries have irregular shapes, and none are neatly ordered side by side. You need to distinguish the different shapes of each country and then assign a different link to each shape. This is what an image map does.