Problem opening file attachments in RM 12

When I attempt to open a pdf file attachment from within a reference entry in RM 12, I immediately get a dialogue box with a folder list asking to move the file. If I cancel that one, a similar box for copy file comes up. Only after canceling that one will the file then open in Adobe Acrobat Reader. This happens for both databases converted from Rm 11 and new databases created in Rm 12. My links are absolute links to a substituted drive pointing to a folder on my external USB hard drive. Has anyone else seen this behavior, or have an idea whether this is due to settings in RM or some Windows or Adobe setting?  I don’t have this problem opening pdf’s outside of RM. My OS is WIndows XP Professional, 5.1.2600 SP3.  It’s not an ap killer, but very irritating!