Excel 2007

I have a short cut on my desktop that points to an Excel file saved in My
Documents. When I double-click the short cut it starts the application but
the file does not open. However if I click on the Office button (just the
Office button and nothing else) the spreadsheet opens. I did not experience
this in 2003. Just another of the many blessings brought on with 2007.

I have made My Documents a trusted location, have tried saving it in the
97-2003 format and 2007 format (.xlsx). Still the same problem.

Any thoughts on what might be causing this and how to fix it?

Thanks for any help.