Local stored excel document prevents opening of sharepoint stored Excel Documents

I have a user who has an issue of opening a linked excel document from his desktop, prevents him from opening excel documents that are stored on sharepoint.

If he opens the sharepoint stored documents first, and then the excel document on his desktop, the issue does not happen.  The issue only happens if his desktop document is the first excel document open.

Hello Aaron,

Which version of Excel does your user have?

This sounds similar to a rights issue where the user is not logged into the same domain as say where the Sharepoint server resides.

You could try following this link to the Microsoft Support article describing the problem and and a potential solution.
http://support.microsoft.com/kb/871155

Regards,
- Matt.