Problem open excel shortcuts

I have been finding that using the windows toolbar to open short cuts to excel files that, if I have say various excel files open and I click on a short cut which is password protected, that excel on the taskbar flashes and you have to click into an excel sheet to get the message up to prompt for the password, whereas if one clicked on the file itself in its own folder you would get a message coming up on an excel file asking for the password.

Also if word is open and clicking on an excel short cut, the short cut excel file whether passwork protected or not does not launch into a new window - it sits with any other excel files on the task bar and you have to click on it to open it and even then sometimes it does not open. I don't have the problem if I click onto the file itself within a folder from a windows toolbar shortcut.

Any ideas how to resolve what appear to be short cut problems.