If you secure Word and Excel documents uploaded as CMS.File-s (they require authentication) and the documents contain links to other secured documents, it always displays the logon screen if you click on the links no matter if you are already logged in. In other words, if you browse through the documents via links in the document content, you need to type the username and password every time you open a new document.
Microsoft Word and Excel applications use a special request before the standard request which should check the URL. The extra request does not include needful information for Kentico and that is why it displays the extra logon screen.
Regrettably, we cannot affect the behavior of these processors. For example Outlook and PDF reader use the standard way and it works OK.