"fade effect" enabled when clicking hyperlink to document

I'm not sure if this is an Office problem or a Windows problem.

I have "Fade effect" disabled in the following setting:

I right click on a blank area of the desktop and select Properties
Appearance Effects. Then I uncheck "Use the following transition effect
for menus and tooltips"

Now, I have a Word or Excel document that contains a hyperlink to another
document (not an HTML URL). When I click that link, it changes my "Use the
following transition effect for menus and tooltips" to "Fade effect".
Specifically, it shades the check mark in the check box indicating that
*some* things are "Fade effect", but not all I guess.

How can I stop this from happening? Every time I click these documents (by
mistake), the checkbox gets shaded.

Thanks,
Greg