It's the same story here - Excel stays open after I click on a link.
I'm using a sorted spreadsheet to keep track of PDF files which I can access through links in the spreadsheet. When Excel opens these files instead of showing the name of the file in the heading bar of the Adobe Acrobat window it says embedded file. This could be caused by Acrobat as easily as by Excel, but it is annoying not being able to see the name of the file I have open. The name is available when I go to save a copy of the file BTW. Just an annoying feature really, any solution would be welcome.