Hyperlink to URL needs login even though I'm already logged in
 

I have an excelsheet with hyperlinks to our webbased CRM-system and every
time I click a link I need to log on to the website. It doesn't matter if I'm
alreday logged in and it doesn't matter if I open the page in a new window or
the already active one.

When i click link in Outlook or Lotus Notes it works as it should, i e I
have to logon the first time and then for the next link I am directed to the
right page directly.

I think it must be a setting in Office, but I don't have a clue which one it
is.